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The valuation of discretely sampled European lookback options: a DG approach
options leading to the usual Black-Scholes equation, where the path-dependent variablePath-dependent options represent an important part of the derivatives traded in financial markets. One of the commonly...
Applied mathematics
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
The investigation of the ordinal data dependence
more complicated relations among the variables the methods of the path analysisThis contribution investigates the dependences and relations among the variables. The data will be obtained by the questionnaire surve...
AE - Řízení, správa a administrativa
- 2010 •
- O •
- Link
Rok uplatnění
O - Ostatní výsledky
Výsledek na webu
Path Analysis
is the dependent variable. The level of depression after taking antidepressant drugs can of the effect of antidepressant drugs, the depression score becomes the dependent variable. However, in many cases the line ...
Psychology (including human - machine relations)
- 2022 •
- C •
- Link
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C - Kapitola v odborné knize
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Statistical methods for dependence investigation for ordinal data
amongthe variables the methods of the path analysis are suitable. statistical methodswill be used. This contribution investigates the dependences and relations among the variables. In the case of categorical ordin...
AE - Řízení, správa a administrativa
- 2009 •
- O
Rok uplatnění
O - Ostatní výsledky
Is New Industrial Policy Enough? An Essay on Path Dependence in the EU Automotive Industry
Main topics of the document: European integration; industrial policy; path dependence; technical change...
Applied Economics, Econometrics
- 2024 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Complexity-Based Decoding of the Coupling Among Heart Rate Variability (HRV) and Walking Path
of the complexity of paths on the complexity of heart rate variability (HRV) during walking. We heart rate variability, in this research, for the first time, we analyzed the coupling among the alterations of the complexity...
Physiology (including cytology)
- 2020 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
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The Mrázovka Exploratory Adit - Modelling of Rock Mass Mechanical Behaviour According to Field Measurements
Using a trial and error back analysis procedure, the capabilities of the Mohr-Coulomb model and a path dependent elastic-plastic model to simulate deformation due to tunnelling are compared. The path dependent mode...
JM - Inženýrské stavitelství
- 1999 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Propensity to criticalness in the PERT method, the expectation of time and distance of activities from project beginning
One of the most popular and well known critical path method is Program Evaluation and Re-view Technique. In this method, activity durations are random variables, depending on the real random elements. Estimated duration of ...
BB - Aplikovaná statistika, operační výzkum
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
DG method for numerical pricing of multi-asset Asian options – A case of options with floating strike
for two risky asset prices with an additional path-dependent variable for continuous to the payoff leading to PDE with two spatial variables. Then the numerical option pricing......
Applied mathematics
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Adaptive Wavelet Method for Pricing Two-Asset Asian Options with Floating Strike
Asian options are path-dependent option contracts which payoff depends on the average value of the asset price over some period of time. We focus on pricing by a parabolic equation with time variable and three stat...
Applied mathematics
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
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