Exact(6)
"The stock option problem is real," Mr. Chiu said.
This problem has received considerably much less research attention than the American stock option problem.
For this bond option problem, the computed numerical solutions exhibit fourth-order convergence.
We use the Monte Carlo method to solve this real option problem, consisting of a series of independent European options.
The numerical scheme was then extended to solve the American option problem on coupon bonds and the scheme's ability to compute highly accurate convergent approximations was demonstrated numerically.
We then consider the numerical pricing of options under the Black-Scholes model and provide an analysis of Jain's scheme for solving the European option problem.
Similar(53)
"Far from being an easy option, problem-solving courts – like prison reform – become part of a problem-solving strategy that will benefit the public and keep them safe.
The China-Canada research team coded responses to identify word problems, general concept problems or response option problems.
Apple's announcement came as several other major technology companies acknowledged potential stock options problems.
Those firms' shares have dropped an average of 13.7% since they announced options problems.
Then, on 12 May 2006, the WSJ headlined "United Health Could Be Forced To Restate Profit: As SEC Steps Up Probes, Firm Says Options Problems May Mean $286 Million Hit".
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