Valuation of barrier options calls for solution of the first-passage time problem, or boundary-crossing
problem, which has been a widely studied topic in mathematics for the last 50 years …

The first passage time problem has attracted considerable research interest in the field of
stochastic processes. It concerns the estimation of the probability density of the time for a …

We present a fast and unbiased Monte Carlo approach to pricing barrier options when the
underlying security follows a simple jump diffusion process with constant parameters and a …

Atopic dermatitis (eczema) is a widespread disorder, with researchers constantly looking for
more efficacious treatments. Natural oils are reported to be an effective therapy for dry skin, …

polyimide (PI or Kapton-H) has proven its potential in the field of optoelectronic, nuclear
technology and space industry due to its excellent electric insulation, transparency and flexibility. …

This research is designed to investigate the effect of Corporate Entrepreneurship (CE) on
Turnover Intention (TI) with mediation role of Job satisfaction (JS) and Organizational …

aL3: autoinfective filariform larva, APC: Agar plate culture, ELISA: Enzyme linked
immunosorbent assay, FEAC: Formalin-ether acetate centrifugation, HTLV1: Human T-cell …

The efficiency of the concrete ready mix service provider is undoubtedly and has become a
widespread trend among contractors in which facilitates and eliminated a large budget …

Mycoplasma gallišepticum (MG) infection in chicken and turkey is still one of the important
reasons causing economic losses in poultry. The current study concerned vyjth and molecular …

We present two efficient Monte Carlo algorithms for simulating the price of continuously
monitored down-and-out barrier options when the underlying stock price follows a jump-diffusion …