An interpolation approach for option pricing

... our interpolation approach to the pricing of American put options, European put option on minimum of two assets and American put option on minimum of two assets Some properties of these options ... our Interpolation Approach 21 4.1 American put option price using our interpolation approach 25 4.2 Optimal early exercise boundary for an American put option using our i...

Ngày tải lên: 28/09/2015, 13:38

... improve the performance of the Brushless DC Motor drives The vector- control principle in dq synchronously rotating frame is utilized for the generation of current references only, and the motor currents ... proposed Pseudo- vector Control for BLDCM drives III PRINCIPLE OF PSEUDO- VECTOR CONTROL In the conventional square-wave phase current control (Fig 2), for...

Ngày tải lên: 03/01/2014, 19:46

... We then adopt the mined patterns to rerepresent the training/ testing examples Subsequently, we use the off-the-shelf linear kernel SVM algorithm to perform training and testing Besides, to exponential-scaled ... surprising that the best performance was obtained by the classical polynomial kernel But the limitation is that the slow in training and testing time costs The most ef...

Ngày tải lên: 20/02/2014, 12:20

... supported in finding information, in decision-making, in dealing with all the formalities when filling in the application forms [4] In this context, Web academic advising system for learners is gaining ... system without the need for manual input to the Learner Academic Advising System Knowledge-based academic advising system framework in adaptive credit...

Ngày tải lên: 05/03/2014, 11:21

... other words from this online nonparallel, comparable corpus of newspaper materials We choose to use issues of the English newspaper Hong Kong Standard and the Chinese newspaper Mingpao, from Dec.12,97 ... almost all unambiguous Chinese new words find their translations in the first 100 of the ranked list Six of the Chinese words have correct translation as their first candidat...

Ngày tải lên: 08/03/2014, 05:21

... amino acids which had been used as additives in the health food and feedstuff industry and showing good development prospect (Chandi and Sogi, 2007) As a byproduct of the D- lactic acid production, ... study were as follows: (i) to produce Dlactic acid by Lactobacillus delbrueckii HG 106 utilizing unpolished rice from aging paddy, and obtain the unpolished rice dregs, a bypr...

Ngày tải lên: 05/05/2014, 08:44

... was no increase in the number of unscheduled CXRs performed in the afternoon or in the night in the on-demand strategy, and therefore no disruption in the organisation of the medical imaging department ... decreasing CXR ordering On the one hand, fewer CXRs may result from the raw elimination of some investigations performed in patients, the objective being to...

Ngày tải lên: 21/06/2014, 05:20

... Therefore, the channel order must be estimated beforehand In this paper, we estimate the channel order based on (12) Since An Evolutionary Approach for Blind Channel Estimation the subchannels ... detection and blind channel estimation by least squares smoothing,” IEEE Trans Signal Processing, vol 47, no 9, pp 2345–2355, 1999 [6] J Ayadi and D T M Slock, Blind channel...

Ngày tải lên: 23/06/2014, 01:20

... performance for channel estimation based Alnuaimy-Mahamod 112 interpolation using different techniques of pilot estimation with and without wavelet denoising 5.7 MSE performance for channel estimation ... different interpolation 113 technique using LS technique for pilot estimation combined with wavelet denoising 5.8 MSE performance for channel estimation b...

Ngày tải lên: 26/05/2013, 21:28

... protocols: issuing identity to an entity, and verifying identity of an entity Before issuing an identity, IdP chooses a public integer n and a pseudo random C Approach We propose an approach for entity-centric ... effectiveness of the proposed privacy and identity management system, as well as its potential for becoming a standard for privacy and iden...

Ngày tải lên: 31/07/2013, 09:43

... above define, among other things: (1) the ownership of forest and forest land; (2) forest and forest land contracts and allocation; and (3) benefit sharing policy 3.2.1 Ownership In Vietnam land belongs ... been a pioneer in developing systems of payments for environmental services Land users can receive payments for specified land uses, including new plantations, sus...

Ngày tải lên: 05/03/2014, 11:22

... include Gilboa and Schmeidler (1989), Epstein and Wang (1994), Anderson, Hansen, and Sargent (2000), Chen and Epstein (2002), Hansen and Sargent (2001), Epstein and Miao (2003), Routledge and Zin (2002), ... Liu and Pan (2003), Liu, Longstaff, and Pan (2003) and Das and Uppal (2001) Dufresne and Hugonnier (2001) study the impact of event risk on pricing and hedging...

Ngày tải lên: 07/03/2014, 10:20

... of Vietnamese key phrase extraction 184 Conclusion We have proposed an original approach to key phrase extraction It is a hybrid and incremental process for information searching for search engines ... Ontology ViO &ViDic Candidate phrases identification Key phrases extraction Pre-processing Segmentation POS Tagging Key phrases Figure The general Vietnamese key phrase ex...

Ngày tải lên: 08/03/2014, 01:20

... N G PA P E R S E R I E S N O 115 / J A N U A RY 2010 DO BANK LOANS AND CREDIT STANDARDS HAVE AN EFFECT ON OUTPUT? A PANEL APPROACH FOR THE EURO AREA by Lorenzo Cappiello 2, Arjan Kadareja 3, ... the analysis are: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, the Netherlands, Portugal and Spain Panel B: OLS panel regre...

Ngày tải lên: 15/03/2014, 10:20

... damage estimate rate Conclusion and Future Work In this paper we propose a novel approach to simultaneously document summarization and keyword extraction for single documents by fusing the sentence-to-sentence, ... 2004, 2005) and LexPageRank (ErKan and Radev, 2004) 553 have been proposed for document summarization Similar to Kleinberg’s HITS algorithm (Kleinberg, 1999...

Ngày tải lên: 17/03/2014, 04:20