One-Factor Based Exercise Strategies for American Options in Multi-Factor Models

2012 ◽  
Author(s):  
Alfredo Ibanez ◽  
Carlos Velasco
Keyword(s):  
American Options ◽  
Factor Models

Control of processing at multi-tool two-support setup

2020 ◽  
pp. 67-73
Author(s):  
N.D. YUsubov ◽  
G.M. Abbasova
Keyword(s):  
Degrees Of Freedom ◽  
Factor Model ◽  
Angular Displacement ◽  
Factor Models ◽  
Technological System ◽  
Displacement Control ◽  
Model Accuracy ◽  
Six Degrees Of Freedom ◽  
Angular Displacements ◽  
And Control

The accuracy of two-tool machining on automatic lathes is analyzed. Full-factor models of distortions and scattering fields of the performed dimensions, taking into account the flexibility of the technological system on six degrees of freedom, i. e. angular displacements in the technological system, were used in the research. Possibilities of design and control of two-tool adjustment are considered. Keywords turning processing, cutting mode, two-tool setup, full-factor model, accuracy, angular displacement, control, calculation [email protected]

LP valuation of exotic American options exploiting structure

1998 ◽  
Vol 2 (1) ◽  
pp. 61-84 ◽  
Author(s):  
M Dempster ◽  
J Hutton ◽  
d Richards
Keyword(s):  
American Options

Impact of factor models on portfolio risk measures: a structural approach

2012 ◽  
Vol 8 (2) ◽  
pp. 47-79 ◽  
Author(s):  
Marcos Escobar ◽  
Tobias Frielingsdorf ◽  
Rudi Zagst
Keyword(s):  
Risk Measures ◽  
Factor Models ◽  
Structural Approach ◽  
Portfolio Risk
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