Efficient Semi-Discretization Techniques for Pricing European and American Basket Options
Sign Up to like & getrecommendations! Published in 2019 at "Computational Economics"
DOI: 10.1007/s10614-018-9819-4
Abstract: This paper studies the valuation of option pricing problem in the presence of several assets. European- and American-style options are dealt with using high order semi-discretization techniques. We integrate the resulting system of semi-discretized ODEs… read more here.
Keywords: european american; techniques pricing; semi discretization; discretization techniques ... See more keywords
Efficient semi-quantum private comparison using single photons
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DOI: 10.1007/s11128-019-2251-4
Abstract: AbstractThis paper proposes an efficient semi-quantum private comparison protocol (SQPC) using single photons, which allows two classical participants to securely compare the equality of their secret with the help of an almost-dishonest third party. Because… read more here.
Keywords: quantum private; private comparison; efficient semi; semi quantum ... See more keywords
Efficient semi-synthesis of ubiquitin-7-amino-4-methylcoumarin
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DOI: 10.1016/j.tet.2018.05.081
Abstract: Abstract Ubiquitin (Ub)-based probe Ub-7-amino-4-methylcoumarin is widely used to detect deubiquitinase (DUB) enzymatic activity, but its current synthesis procedures are cumbersome. In this work, we reported a new highly efficient semi-synthetic strategy to prepare Ub-AMC… read more here.
Keywords: semi synthesis; ubiquitin; efficient semi; amino methylcoumarin ... See more keywords