4 resultados para Authors, American.
em Greenwich Academic Literature Archive - UK
Resumo:
The paper describes an implicit finite difference approach to the pricing of American options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices and adaptive time-stepping.
Resumo:
Review of: Janis, C.M., Scott, K.M., & Jacobs, L.L. (eds.) 1998. Evolution of Tertiary Mammals of North America Volume 1: Terrestrial Carnivores, Ungulates, and Ungulatelike Mammals, i-x, 1491. Cambridge University Press, Cambridge, UK. £165
Resumo:
[This abstract is based on the authors' abstract.]Three new standards to be applied when adopting commercial computer off-the-shelf (COTS) software solutions are discussed. The first standard is for a COTS software life cycle, the second for a software solution user requirements life cycle, and the third is a checklist to help in completing the requirements. The standards are based on recent major COTS software solution implementations.