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101.
The next order conditions across a three-dimensional curved shock near stagnationpoint have been established,including the effects of heat conduction,viscosity and the shockstructure.These shock conditions involve the local shock curvature in addition to its localinclination.Explicit results have been obtained for the correctional formulations in themass flux across the shock,the stagnation enthalpy,the tangential component of velocityand the normal component of momentum flux. 相似文献
102.
The aim of this paper is the presentation of new models for option pricing that are discrete in time and in the framework of Markov and semi-Markov processes as an alternative to the classical Cox–Rubinstein model, and that also allow the possibility of arbitrage. Both cases of European and American options are considered and possible extensions are given. © 1997 by John Wiley & Sons, Ltd. 相似文献
103.
我们运用 Longstaff和 Schwartz最近提出的用蒙特卡罗模拟法计算美式期权的方法在 GARCH模型中求解美式亚式期权 ,我们的结果表明和其它数值方法相比 ,这个方法不仅有相当的精确度 ,而且使用简便并具有更广泛的适用性 ,对于 GARCH模型中运用格点法难以求解的浮动执行价格的美式亚式期权同样可以得到稳定解 . 相似文献
104.
Introducing a surrender option in unit-linked life insurance contracts leads to a dependence between the surrender time and the financial market. [J. Barbarin, Risk minimizing strategies for life insurance contracts with surrender option, Tech. rep., University of Louvain-La-Neuve, 2007] used a lot of concepts from credit risk to describe the surrender time in order to hedge such types of contracts. The basic assumption made by Barbarin is that the surrender time is not a stopping time with respect to the financial market.The goal of this article is to make the hedging strategies more explicit by introducing concrete processes for the risky asset and by restricting the hazard process to an absolutely continuous process.First, we assume that the risky asset follows a geometric Brownian motion. This extends the theory of [T. Møller, Risk-minimizing hedging strategies for insurance payment processes, Finance and Stochastics 5 (2001) 419–446], in that the random times of payment are not independent of the financial market. Second, the risky asset follows a Lévy process.For both cases, we assume the payment process contains a continuous payment stream until surrender or maturity and a payment at surrender or at maturity, whichever comes first. 相似文献
105.
We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price. 相似文献
106.
We derive in closed form distribution free lower bounds and optimal subreplicating strategies for spread options in a one-period static arbitrage setting. In the case of a continuum of strikes, we complement the optimal lower bound for spread options obtained in [Rapuch, G., Roncalli, T., 2002. Pricing multiasset options and credit derivatives with copula, Credit Lyonnais, Working Papers] by describing its corresponding subreplicating strategy. This result is explored numerically in a Black-Scholes and in a CEV setting. In the case of discrete strikes, we solve in closed form the optimization problem in which, for each asset S1 and S2, forward prices and the price of one option are used as constraints on the marginal distributions of each asset. We provide a partial solution in the case where the marginal distributions are constrained by two strikes per asset. Numerical results on real NYMEX (New York Mercantile Exchange) crack spread option data show that the one discrete lower bound can be far and also very close to the traded price. In addition, the one strike closed form solution is very close to the two strike. 相似文献
107.
Mohamed El Otmani 《Journal of Theoretical Probability》2009,22(3):601-619
In this paper, we study the reflected solution of one-dimensional backward stochastic differential equation driven by Teugels
martingales and an independent Brownian motion. We prove the existence and uniqueness of the solution using a penalization
method combined with Snell envelope theory.
相似文献
108.
109.
110.
Thomas Nagel Margarethe Rammerstorfer 《Central European Journal of Operations Research》2009,17(2):111-129
Motivated by the frequently observed criticism of the regulatory practice arising from companies in the industries concerned,
we investigate the impact of regulation on investment behavior. Therefore, we model the investment timing and volume of a
firm acting in a regulated market. When capping prices, the regulatory authority imposes a price ceiling on market prices.
Accordingly, we use a real option approach where the price cap that limits possible future firm values enters the firm’s portfolio
in form of a short call option position. By comparing this framework to a competitive benchmark model, we derive an optimal
price setting rule for regulators. Moreover, it can be shown how deviations from this optimum affect the investment behavior
of firms.
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