scholarly journals A New Optimized Stochastic Approach for Multiple Integrals in Option Pricing

2020 ◽  
Author(s):  
Venelin Todorov ◽  
Ivan Dimov ◽  
Stefka Fidanova ◽  
Stoyan Poryazov
Keyword(s):  
Option Pricing ◽  
Stochastic Approach ◽  
Multiple Integrals

LIMITATIONS OF THE STOCHASTIC APPROACH IN TWO-PHASE TURBULENT FLOW CALCULATIONS

1996 ◽  
Vol 6 (2) ◽  
pp. 211-225 ◽  
Author(s):  
Keh-Chin Chang ◽  
Wen-Jing Wu ◽  
Muh-Rong Wang
Keyword(s):  
Turbulent Flow ◽  
Stochastic Approach ◽  
Two Phase

STOCHASTIC CALCULATION OF LIFETIME PREDICTION FOR COMPONENTS IN METAL STRUCTURES DUE TO THE GROWTH OF MICRODEFECTS

2020 ◽  
Vol 4 (97) ◽  
pp. 69-76
Author(s):  
IGOR N. SILVERSTOV
Keyword(s):  
Fatigue Strength ◽  
Fracture Mechanics ◽  
Stochastic Approach ◽  
Fatigue Curve ◽  
Probability Of Failure ◽  
Lifetime Prediction ◽  
Statistical Distributions ◽  
Metal Structures

A stochastic approach has been developed to evaluate fatigue strength using elements of the fracture mechanics. The article presents a method for determining the initial parameters of statistical distributions. It also considers the method for constructing a fatigue curve for a component of any size and configuration with any given probability of failure.

On empirical likelihood option pricing

2017 ◽  
Vol 19 (5) ◽  
pp. 41-53
Author(s):  
Xiaolong Zhong ◽  
Jie Cao ◽  
Yong Jin ◽  
Wei Zheng
Keyword(s):  
Option Pricing ◽  
Empirical Likelihood

An analytical approximation for the GARCH option pricing model

1999 ◽  
Vol 2 (4) ◽  
pp. 75-116 ◽  
Author(s):  
Jin-Chuan Duan ◽  
Geneviève Gauthier ◽  
Jean-Guy Simonato
Keyword(s):  
Option Pricing ◽  
Analytical Approximation ◽  
Pricing Model ◽  
Option Pricing Model
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