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We analyze the statistical properties of Hong Kong Hang Seng Index and the simulative data derived from the price model by comparison, which including the sharp peak and the

Throughout our present work we study the Heston model of pricing for European call options on stocks with stochastic volatility (Heston [27]) by abstract analytic methods coming

Considering the optimal tactical decisions regarding service level, transfer price, and marketing expenditure, manufacturer of the new SC has to decide how to configure his

We present European call option pricing formulas in the case of ergodic, double-averaged, and merged diffusion geometric Markov renewal processes.. Motivated by the geometric

Moreover, a combination of Cobweb strategy with a cautious adjustment strategy could bring higher relative profits for the naive firm than its rivals if the oligopolistic market

In the previous section, we revisited the problem of the American put close to expiry and used an asymptotic expansion of the Black-Scholes-Merton PDE to find expressions for

The calibration problem for the Black-Scholes model was solved based on the S&P500 data, and the S&P 500 call and put option price data were interpreted in the framework

Let us suppose that the first batch of P m has top-right yearn, and that the first and second batches of P m correspond to cells of M that share a row.. Now consider where batch 2