About: An iterative two-step algorithm for American option pricing.

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: An iterative two-step algorithm for American option pricing. Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	In this paper we discuss the application of a very efficient algorithm proposed recently by Kočvara and Zowe to American option pricing. Modelling and numerical simulation of options depending on the history of underlying asset price, inflation and devaluation by evolution equations and inequalities with hysteresis are proposed. In this paper we discuss the application of a very efficient algorithm proposed recently by Kočvara and Zowe to American option pricing. Modelling and numerical simulation of options depending on the history of underlying asset price, inflation and devaluation by evolution equations and inequalities with hysteresis are proposed. (en)
Title	An iterative two-step algorithm for American option pricing. An iterative two-step algorithm for American option pricing. (en)
skos:prefLabel	An iterative two-step algorithm for American option pricing. An iterative two-step algorithm for American option pricing. (en)
skos:notation	RIV/67985556:_____/00:16010008!RIV/2003/AV0/A16003/N
http://linked.open.../vavai/riv/strany	71;84
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(IAA1075707), Z(AV0Z1075907)
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2003
http://linked.open...aciTvurceVysledku	Kočvara, Michal
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	704368
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/00:16010008
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	American option pricing; linear complementarity; iterative methods (en)
http://linked.open.../riv/klicoveSlovo	iterative methods American option pricing linear complementarity
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[2BF594150946]
http://linked.open...i/riv/nazevZdroje	IMA Journal of Mathematics Applied in Business and Industry
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...vavai/riv/projekt	Nonsmooth analysis in problems of continuum mechanics
http://linked.open...UplatneniVysledku	2000
http://linked.open...v/svazekPeriodika	11
http://linked.open...iv/tvurceVysledku	Kočvara, Michal Manchanda, P. Siddiqi, A. H.
http://linked.open...n/vavai/riv/zamer	Uncertainty methods in theoretical cybernetics: system identification, information processing, decision-making, and control
issn	1471-678X
number of pages	14 (xsd:int)

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software