Estimating the tail shape parameter from option prices

2017 ◽  
Vol 19 (6) ◽  
pp. 85-110 ◽  
Author(s):  
Kam Hamidieh
Keyword(s):  
Shape Parameter ◽  
Option Prices ◽  
Tail Shape

scholarly journals The method of moments ratio estimator for the tail shape parameter

1996 ◽  
Vol 25 (4) ◽  
pp. 711-720 ◽  
Author(s):  
Jon Danielsson ◽  
Dennis W. Jansen ◽  
Casper G. De vries
Keyword(s):  
Method Of Moments ◽  
Shape Parameter ◽  
Ratio Estimator ◽  
Tail Shape

Effect of Kaiser Window Shape Parameter for the Enhancement of Rotor Faults Diagnosis

2017 ◽  
Vol 10 (6) ◽  
pp. 461
Author(s):  
Mohammed-El-Amine Khodja ◽  
Ahmed Hamida Boudinar ◽  
Azeddine Bendiabdellah
Keyword(s):  
Shape Parameter ◽  
Rotor Faults ◽  
Faults Diagnosis ◽  
Kaiser Window

Burn-In Acceleration Considerations in 130nm and 90nm Products

2005 ◽  
Author(s):  
Nobuyuki Wakai ◽  
Yuji Kobira ◽  
Takashi Setoya ◽  
Tamotsu Oishi ◽  
Shinichi Yamasaki
Keyword(s):  
Failure Analysis ◽  
Shape Parameter ◽  
Defect Density ◽  
Failure Mechanisms ◽  
Effective Procedure ◽  
Time Period ◽  
Related Defect ◽  
The Relationship

Abstract An effective procedure to determine the Burn-In acceleration factors for 130nm and 90 nm processes are discussed in this paper. The relationship among yield, defect density, and reliability, is well known and well documented for defect mechanisms. In particular, it is important to determine the suitable acceleration factors for temperature and voltage to estimate the exact Burn- In conditions needed to screen these defects. The approach in this paper is found to be useful for recent Cu-processes which are difficult to control from a defectivity standpoint. Performing an evaluation with test vehicles of 130nm and 90nm technology, the following acceleration factors were obtained, Ea>0.9ev and β (Beta)>-5.85. In addition, it was determined that a lower defect density gave a lower Weibull shape parameter. As a result of failure analysis, it is found that the main failures in these technologies were caused by particles, and their Weibull shape parameter “m” was changed depending of the related defect density. These factors can be applied for an immature time period where the process and products have failure mechanisms dominated by defects. Thus, an effective Burn-In is possible with classification from the standpoint of defect density, even from a period of technology immaturity.

New Bounds on American Option Prices

2007 ◽  
Author(s):  
In Joon Kim ◽  
Geun Hyuk Chang ◽  
Suk-Joon Byun
Keyword(s):  
American Option ◽  
Option Prices

Option Prices, Takeover Announcements, and Stock Returns

2011 ◽  
Author(s):  
Edward J. Podolski ◽  
Cameron Truong ◽  
Madhu Veeraraghavan
Keyword(s):  
Stock Returns ◽  
Option Prices
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