Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
Dentro del libro
Resultados 1-3 de 23
Página 99
... Convergence of american op- tion values from discrete- to continuous - time financial models . Mathematical Finance , 4 : 289–304 , 1994 . [ 3 ] G. Barone - Adesi and R. Whaley . Efficient analytical approximation of american option ...
... Convergence of american op- tion values from discrete- to continuous - time financial models . Mathematical Finance , 4 : 289–304 , 1994 . [ 3 ] G. Barone - Adesi and R. Whaley . Efficient analytical approximation of american option ...
Página 296
... convergence property of the difference sequence to determine the correct order of the model as illustrated in the following simulations . Model , CAR ( 3 ) 15 Models , CAR ( 3 ) 15 Figure 2 : QVC ( k , hi ) -QVC ( k , hi + 1 ) | for k ...
... convergence property of the difference sequence to determine the correct order of the model as illustrated in the following simulations . Model , CAR ( 3 ) 15 Models , CAR ( 3 ) 15 Figure 2 : QVC ( k , hi ) -QVC ( k , hi + 1 ) | for k ...
Página 297
... convergence noted in Theorem 3.1 . For comparisons , we tabulate the correct number of selections using the QVC for the different models in Tables 4-5 ( both turn out to 100 % accurate ) . For fixed 0 < hi + 1 < hi , the correct value ...
... convergence noted in Theorem 3.1 . For comparisons , we tabulate the correct number of selections using the QVC for the different models in Tables 4-5 ( both turn out to 100 % accurate ) . For fixed 0 < hi + 1 < hi , the correct value ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
Derechos de autor | |
Otras 6 secciones no mostradas
Otras ediciones - Ver todas
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
AANN agents American put American put options analysis applied approach approximation arbitrage barrier option Black-Scholes bond calculated call option coefficients computed convertible bond correlation covariance currency data points data set decision defined delta hedge denote derived distribution dynamics Econometrics Economics equation error estimated evaluation exchange rate Figure financial time series forecast formula function fuzzy genetic algorithm given Heston model Hong Kong hypothesis implied volatility indicators input interest rate Journal of Finance kernel kurtosis linear matrix method momentum moving average neural network nonlinear normal normal distribution observations option pricing p-value pair-wise paper parameters performance period portfolio prediction problem Programming put options random ratio regression reset returns risk sample sequences Sharpe Ratio simulation standard deviation statistical stochastic volatility stock price strike price support vector machines SVMs Table tion trading rules training data trend variables variance wavelets