Efficient Pricing of Derivatives on Assets with Discrete Dividends M. H. VELLEKOOP* & J. W. NIEUWENHUIS** *Department of Applied Mathematics, University of Twente, The…
Slide 1 Husheng Li, UTK-EECS, Fall 2012 Slide 2 The specification of filter is usually given by the tolerance scheme. Slide 3 The above example uses a discrete-time filter…
Slide 1 XXXIII International Conference of Theoretical Physics MATTER TO THE DEEPEST: Recent Developments in Physics of Fundamental Interactions, USTROŃ'09 Ustron,…