Sentence examples for option pricing model from inspiring English sources

We describe a latency-tolerant parallel algorithm for the multiplicative binomial tree option pricing model.

Based on multiquadric quasi-interpolation methods, this study suggests a stable and fast numerical algorithm for CEV option pricing model.

Using estimates from an option pricing model or from investment bankers, the company estimates the cost of these options to be $1,000 $10 perr option).

"The Constant Elasticity of Variance Option Pricing Model". Cox, John C. Journal of Portfolio Management Vol. 23, No. 5 (1996): 15-17.

Based on the NPV method and Real Option Pricing Model, a method for assessing the investment value of a PRH project in BOOC mode is proposed.

With reasonable assumptions, we design an option contract with two delivery steps, and build an option pricing model with binominal lattice to estimate the different values of the same option contract for both members of supply chain.

Various techniques to reduce the complexity of the multivariate nature of these prototype option pricing models are discussed.

"A lot of academic literature says that ratings are less timely than other market mechanisms," said Mr. Mahoney, including bond prices, stock prices and option pricing models.

Faculty research addresses option pricing models for pricing commercial and retail real estate leases in the commercial mortgage backed securities markets.

An increasingly popular and promising approach to solve option pricing models is the use of numerical methods based on radial basis functions (RBF).

We find that this is rarely considered because it cannot be captured through a NPV analysis that is based on a linear set of projections, but an approximation of AV can often be captured using simple option pricing models.