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libre circulation des capitaux - iate.europa.eu
4 lp models and tools in finance 4.1 derivative securities and the fundamental theorem of asset pricing... For example, a European call option on a particular underlying security gives the holder the right to purchase this underlying security for a prescribed amount (called the strike price) at a prescribed time in the future, known as the expiration or exercise date....
général - core.ac.uk - PDF: citeseerx.ist.psu.edu
A backward dual representation for the quantile hedging of bermudan options˚... This algorithm is similar to the usual American backward induction, except that it requires two additional Fenchel transformations at each exercise date....
 PDF: arxiv.org
Valuasi compound option put on call tipe eropapada data saham facebook...77.5 and strike price call option US$ 80, with the first exercise date on September 26, 2014 and the second exercise date on October 31, 2014....
 PDF: core.ac.uk
Valuasi compound option put on put tipe eropa... The compound option put on put will be exercised on the first exercise date only if the value of the put option on that date is less than the first stike price....
 PDF: core.ac.uk
Revisit of stochastic mesh method for pricing american options... Starting from this new viewpoint-we derive the weights proposed by Broadie and Glasserman (1997) and show that their weights at each exercise date use only the information of the next exercise date (therefore-we call them forward-looking weights)....

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Traductions en contexte français - anglais

217(3) Les options enregistrées aux termes du paragraphe (1) relativement à une aliénation minière expirent à la dernière date de levée de l'option qui est précisée dans l'option sauf si, selon le cas :

217(3) An option on a mineral disposition recorded under subsection (1) expires on the date stipulated in the option as the last date on which the option can be exercised, unless

général - CCMatrix (Wikipedia + CommonCrawl)


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