scholarly journals Mixing LSMC and PDE Methods to Price Bermudan Options

2016 ◽  
Author(s):  
David Farahany ◽  
Sebastian Jaimungal ◽  
Kenneth R. Jackson
Keyword(s):  
Bermudan Options ◽  
Pde Methods

scholarly journals Mixing LSMC and PDE Methods to Price Bermudan Options

2020 ◽  
Vol 11 (1) ◽  
pp. 201-239
Author(s):  
David Farahany ◽  
Kenneth R. Jackson ◽  
Sebastian Jaimungal
Keyword(s):  
Bermudan Options ◽  
Pde Methods

Challenges in setting Permitted Daily Exposure (PDE) Limits for pharmaceuticals: A review

2021 ◽  
pp. 1-16
Author(s):  
Varun Ahuja ◽  
Mohan Krishnappa
Keyword(s):  
Drug Product ◽  
Relevant Literature ◽  
Pharmaceutical Manufacturing ◽  
Data Driven ◽  
Cross Contamination ◽  
Daily Exposure ◽  
Risk Assessor ◽  
Carry Over ◽  
Pde Methods ◽  
The Given

BACKGROUND: When more than one drug is manufactured at a shared facility or equipment in pharmaceutical manufacturing, the potential carry-over of the retained residue of existing drug product on product contact parts of the equipment to the next product can be a source of cross contamination. Permitted daily exposure (PDE) is derived based on the complete nonclinical and clinical data available and is a dose that is unlikely to cause adverse effects if an individual is exposed, by any route, at or below this dose every day over a lifetime. OBJECTIVE: The objective was to present a comprehensive review of available scientific knowledge for derivation of PDE. METHODS: PubMed and ScienceDirect databases were searched using keywords “PDE” and “pharmaceuticals” and all the relevant literature up to March 2021 was reviewed. We have also calculated PDEs for Tobramycin (CAS No. 32986-56-4) and Acetyl Salicylic Acid (ASA, CAS No. 50-78-2). RESULTS: This research will be useful for scientists working in the PDE domain. The given examples emphasize the importance of use of human data in calculating PDE. CONCLUSION: The duty of the risk assessor entrusted with setting PDEs is to derive a data driven, scientifically justified value that is safe for patients, while avoiding unjustified conservativeness that puts unnecessary burden on manufacturing.

Valuation of Multidimensional Bermudan Options

2009 ◽  
pp. 295-309 ◽  
Author(s):  
Shih-Feng Huang ◽  
Meihui Guo
Keyword(s):  
Bermudan Options

scholarly journals Efficient pricing of Bermudan options using recombining quadratures

2014 ◽  
Vol 271 ◽  
pp. 195-205 ◽  
Author(s):  
Hyuncheul Lim ◽  
Sungchul Lee ◽  
Geonwoo Kim
Keyword(s):  
Bermudan Options
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