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solution technique

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Non-Probabilistic Jump Modelling for Financial Derivatives
This paper applies the uncertain nonlinear parameter approach, originally by Avellaneda et al. and Lyons, to model non-local changes in financial variables and its impact on portfolios of derivatives and their underlying assets. It formulates the non-probabilistic uncertainty assumptions as a governing system of nonlinear PDEs about both the spatial...
Tags: Financial, Variable, University Of Oxford, Solution Technique, Financial Accounting, Finance
White papers 2001-05-13

Additional Resources

Avnet, TI and Xilinx Launch Analog eLab™ Video Series
New Series Features Techniques for Designing a Power Supply for Performance Processors PHOENIX -- Avnet Electronics Marketing, an operating group of Avnet, Inc. (NYSE: AVT), Texas Instruments TI and Xilinx[R] have launched a new eight-part, weekly video series emphasizing power supply design techniques for field-programmable gate arrays FPGAs....
Articles 2008-11-21
Daylight Solutions Wins Defense Advanced Research Projects Agency Phase 1 Technology Award for High Power Mid-Infrared Laser System
POWAY, Calif. -- Daylight Solutions, Inc., a leading manufacturer of molecular detection and illumination solutions in the mid-infrared, announced today that the company has been awarded a Phase 1 Small Business Innovation Research SBIR award from the Defense Advanced Research Projects Agency DARPA. This award will be used to advance...
Articles 2008-11-21
MILCOM 2009 Will Address 'The Challenge of Convergence' for Military, Intelligence and Homeland Security Communications
Conference seeks engineers, scientists and innovators to 'fast-forward' innovation; abstracts are due February 15, 2009 TAUNTON, Mass., Nov. 19 /PRNewswire/ -- Organizers of MILCOM 2009 are looking for technology innovators who can offer solutions that address "the challenge of convergence" in next-generation government communication systems and networks....
Articles 2008-11-19
Digital Resolve Granted Patent for Online Fraud Detection Technique
Company Helps Prevent Fraud in Online Transactions - From Banking to E-commerce to Trading ATLANTA, Nov. 19 /PRNewswire/ -- Digital Resolve, a leading provider of online authentication and fraud detection solutions, today announced that the United States Patent and Trademark Office has issued a patent on one...
Articles 2008-11-19
Tata Communications Awarded "Best Market Strategy" at the 2008 Capacity magazine Global Wholesale Telecommunications Awards
LONDON, November 18 /PRNewswire-FirstCall/ -- Tata Communications, a leading provider of the new world of communications, was honored with the "Best Market Strategy" award at the Annual Capacity magazine Global Wholesale Telecommunications Awards in Amsterdam. The awards, held at Capacity Europe 2008, recognize significant key market players who, through...
Articles 2008-11-18
Johnson Controls Commits to 'Green' Auto Industry Practices
Shanghai, Nov 18, 2008 - ACN Newswire - The economic crisis is sweeping the globe, with volatile energy and commodity cost and food prices, serious threat of global warming and climate change, and peaking greenhouse gas emissions. Under such severe conditions, the automotive industry as a high energy-consuming industry is...
Articles 2008-11-18
SAS' Healthcare Fraud Solution Helps Reduce Healthcare Spending by Millions
Predictive analytics detect fraud schemes accurately CARY, N.C. -- Healthcare fraud costs society $60-$100 billion a year and the expense is passed along to patients in the form of higher healthcare costs. Everyone wants to see healthcare costs reduced and fraud detection from SAS, the leader in business...
Articles 2008-11-17
Texas Instruments and Fulton Innovation to develop induction power solutions
TELECOMWORLDWIRE-17 November 2008-Texas Instruments and Fulton Innovation to develop induction power solutionsC1994-2008 M2 COMMUNICATIONS LTD http://www.m2.com Texas Instruments Incorporated TI (NYSE: TXN) announced on 17 November that it is working with Fulton Innovation LLC Fulton to accelerate development of efficient wireless power solutions that can charge portable devices...
Articles 2008-11-17
Volt's McCaffrey to Address CA World Conference
Volt Technique Simplifies SQL Server Database Development for IT Engineers LAS VEGAS -- Volt Workforce Solutions, a staffing business unit of Volt Information Sciences, Inc. will present at this year's CA World 08 Conference in Las Vegas, November 16-20, 2008. CA World is a leading education and networking...
Articles 2008-11-12
TRADE NEWS: Agilent Technologies Launches New Stratagene Gradient Cycler at American Society for Human Genetics Conference
PHILADELPHIA -- Agilent Technologies Inc. (NYSE:A) announced today it has launched a new thermal cycler, the high-performance Stratagene Gradient Cycler. The new instrument broadens Agilent's PCR product line and gives researchers access to a complete workflow solution for end-point PCR from a single supplier. PCR is a fast...
Articles 2008-11-12
Workers' Comp Cost-Control Blog Feed Now Available From Amaxx
A high-quality blog feed offering fresh tipson reducing workers' compensation costs is now available to newsorganizations and company intranets from Amaxx Risk Solutions. The ReduceYourWorkersComp.com blog can be added to any site by clicking on http://www.webrss.com/add_to_mysite.php?mysiteId=4607 . Putting the blog feed on an intranet provides fresh ideas about workers'compensation cost-containment...
Articles 2008-11-12
2Checkout.com Joins Global Fraud-Fighting Community Powered by Ethoca to Extend State-of-the-Art Fraud Management to Its 30,000 Active Merchants
News Facts: Ethoca , the leader in collaborative fraudmanagement , announced today that 2Checkout.com (2CO) is the most recentaddition to the GlobalFraud-Fighting Community , which is committed to working together tomakee-commerce safer and more profitable. In partnership with 41st Parameterand its FraudNet...
Articles 2008-11-11
AirMagnet Enterprise 8.0 Protects Customers from New WPA Vulnerability
SUNNYVALE, Calif. -- Today AirMagnet announced that it is the only WiFi security company to provide protections from a recently discovered vulnerability in WiFi Protected Access WPA, the security standard created by the WiFi Alliance to provide enhanced security above and beyond that of WEP. This newly discovered...
Articles 2008-11-11
Sandy Spring Builders, Haven Custom Homes Complete Green Custom Home in Washington, D.C., Metro Area
NORTH BETHESDA, Md., Nov. 11 /PRNewswire/ -- Sandy Spring Builders and Haven Custom Homes have completed an environmentally friendly custom modular home from the new line of Sandy Spring Classic Homes, a brand of homes created by the companies' strategic alliance. The alliance is targeted to providing well-designed efficient...
Articles 2008-11-11
OpenGeoSolutions Transforms Seismic Modeling With NVIDIA Tesla
Leader in Geological Structures Analysis Gets 55x Performance Boost Using GPU Computing to find Oil and Gas LAS VEGAS, Nov. 11 /PRNewswire-FirstCall/ -- SEG 2008 -- Geophysicists in the oil and gas industry are seeking more accurate images of what lies beneath the earth. In order...
Articles 2008-11-11
PC Mall to Present at Investor Conference
2008 Raymond James IT Supply Chain Conference TORRANCE, Calif. -- PC Mall, Inc. (NASDAQ:MALL) today announced that it is scheduled to participate in the following upcoming investor conference: [TABLE OMITTED] You can access the webcast by visiting PC Mall's website at www.pcmall.com/investor. About PC...
Articles 2008-11-11
Tesco Selects ChoiceStream to Enhance Online Shopping Experience for Customers
CAMBRIDGE, Mass. -- ChoiceStream, a leading provider of personalization services for e-retail, entertainment, TV and mobile brands, today announced that Tesco Direct, has selected ChoiceStream RealRelevanceTM as a solution to enhance its customers' online shopping experience. ChoiceStream's fully-hosted software-as-a-service SaaS solution will initially be deployed to replace and...
Articles 2008-11-11
Interwoven DevNet Developer Community Breaks 25,000 Member Mark
DevNet Cements its Position as Leading Destination for Conversing, Creating and Collaborating on Website Development SAN JOSE, Calif., Nov. 10 /PRNewswire-FirstCall/ -- Interwoven, Inc. , a global leader in content management solutions, today announced that its DevNet developer community has surpassed the 25,000 membership mark. DevNet...
Articles 2008-11-10
BancTec Executive Invited to Speak for 11th Straight Year at University of North Carolina Treasury Management Series
DALLAS, Nov. 6 /PRNewswire/ -- BancTec, a global provider of advanced, high-volume document and payment processing solutions and services, announced that Paul Diegelman, divisional vice president of finance and accounting BPO, has been invited for the 11th straight year to serve as a faculty member at the University of...
Articles 2008-11-06
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