Sentence examples for methods for pricing from inspiring English sources
We design and analyze two numerical methods for pricing Asian options.
Therefore the scheme is a useful alternative to the popular Crank-Nicolson scheme and tree-based methods for pricing interest rate derivatives.
The bounds are applied to analyze regression-based Monte Carlo methods for pricing American options in case of errors in modelling the price process.
It has provided an agreed method for pricing the worth of Google UK's supporting role.
Mr. Levin pushed Mr. Cavanagh to admit that the bank had altered its method for pricing trades to minimize losses.
In this paper we develop a computational method for pricing FTR options.
We develop an efficient method for pricing European options with jump on a single asset.
Since electricity cannot be stored, the well-known Black-Scholes equation [9] is not generally an appropriate method for pricing electricity derivatives.
Specifically, we propose a Bayesian method for pricing the survivor bond and the related survivor swap designed by Denuit et al.
In this paper we present an FPGA implementation of a Monte-Carlo method for pricing Asian options using Impulse C and floating-point arithmetic.
The ninth paper, "Early Exercise Premium method for pricing American options under J-model", by Yacin Jerbi, develops a new model called J-am for pricing American options and for determining the related early exercise boundary (EEB).
