Keyword: derivatives

Found 6 papers in total
Expanding the Applicability of High-Order Traub-Type Iterative Procedures
Expanding the Applicability of High-Order Traub-Type Iterative Procedures
2014,
We propose a collection of hybrid methods combining Newton’s method with frozen...
A new method for estimating derivatives based on a distribution approach
A new method for estimating derivatives based on a distribution approach
2012,
In many applications, the estimation of derivatives has to be done from noisy measured...
Minimization of vectors of curvilinear functionals on the second order jet bundle: sufficient efficiency conditions
Minimization of vectors of curvilinear functionals on the second order jet bundle: sufficient efficiency conditions
2012,
Strongly motivated by its possible applications in Mechanics, in our previous work...
Using equity options to imply credit information
Using equity options to imply credit information
2011,
The evolution of credit derivatives has inspired many researchers to investigate the...
Asymptotic properties of Monte Carlo estimators of derivatives
Asymptotic properties of Monte Carlo estimators of derivatives
2005,
We study the convergence of Monte Carlo estimators of derivatives when the transition...
Digital contracts-driven method for pricing complex derivatives
Digital contracts-driven method for pricing complex derivatives
2003,
In this paper, we propose a hybrid method of nonparametric and parametric methods,...
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