This paper studies collar options in a stochastic volatility economy. The underlying asset price is assumed to follow a continuous geometric Brownian motion with stochastic volatility driven by a mean-reverting process. The method of asymptotic analysis is employed to solve the PDE in the stochastic volatility model. An analytical approximation formula for the price of the collar option is derived. A numerical experiment is presented to demonstrate the results.
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Purpose: The MHC-unrestricted activity of cytokine-induced killer (CIK) cells against chemo-surviving melanoma cancer stem cells (mCSC) was...
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Publication date: 18 April 2017 Source: Cell Reports, Volume 19, Issue 3 Author(s): David Estoppey, Chia Min Lee, Marco Janoschke, Boon He...
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Abstract Functionalised electrospun polyamide-6 (PA-6) nanofibres incorporating gadolinium oxide nanoparticles conjugated to zinc tetracar...
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Cytokine-dependent renewal of stem cells is a fundamental requisite for tissue homeostasis and regeneration. Spermatogonial progenitor cells...
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Abstract This paper addresses the hybrid consensus-based formation keeping problem for nonholonomic mobile robots in the presence of a nov...
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Current treatments for generalized pustular psoriasis are unsatisfactory. We applied recently-developed techniques for transcriptomic analys...
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Downregulation of mouse CCR3 by lentiviral shRNA inhibits proliferation and induces apoptosis of mouse eosinophils. Mol Med Rep. 2016 ...
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