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ZENODO
Presentation . 2023
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Presentation . 2023
License: CC BY
Data sources: Datacite
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descriptionPublicationkeyboard_double_arrow_right Presentation 24 Feb 2023 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7675639 , 10.5281/zenodo.7675640

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Abstract

A pricing model for bet options is presented by using Monte Carlo simulation. A bet option is a bet on a basket of stocks. There are multiple reset periods before the maturity of the option. At the end of each period, if all the stocks in the basket are above their respective strikes, the option will payout a rebate amount for this period at maturity.

https://ia904700.us.archive.org/33/items/local-vol-greek/LocalVolGreek.pdf

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
downloads
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0
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10
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