Index Catalog // ScholarsArchive@OSU

Creator:: Mollapourasl, Reza, Haghi, Majid, and Liu, Ruihua
Abstract:: In this paper, we consider European and American option pricing problems under regime switching jump diffusion models which are formulated as a system of partial integro-differential equations (PIDEs) with fixed and free boundaries. For free boundary problem arising in pricing American option, we use operator splitting method to deal with...
Resource Type:: Article
Full Text:: , 300 College Park, Dayton, OH 45469, USA a r t i c l e i n f o a b s t r a c t Article history

Creator:: Mollapourasl, Reza, Fereshtian, Ali, and Vanmaele, Michele
Abstract:: In this article, we price American options under Heston's stochastic volatility model using a radial basis function (RBF) with partition of unity method (PUM) applied to a linear complementary formulation of the free boundary partial differential equation problem. RBF-PUMs are local meshfree methods that are accurate and flexible with respect...
Resource Type:: Article
Full Text:: Merton (1973) when the underlying asset price is modelled as a geometric Brown- ian motion and all

Creator:: Risien, Julie and Goldstein, Bruce Evan
Abstract:: We present an in-depth case study of a learning network that aims to transform infrastructure and practice across the research enterprise to advance societal impacts. The theory of social morphogenesis guides our processual qualitative analysis of the network. We describe how different types of boundary work, both building and navigating...
Resource Type:: Article
Full Text:: , structures can be understood as objectively determined and capable of supporting or impeding action (Merton

Creator:: Harper, Lisa, Campbell, Jacqueline, Cannon, Steve, Carson, James, Condon, Bradford, Cooper, Laurel, Dunn, Nathan, Elsik, Christine G., Farmer, Andrew, Ficklin, Stephen P., Grant, David, Grau, Emily, Cannon, Ethalinda K. S., Herndon, Nic, Hu, Zhi-Liang, Humann, Jodi, Jaiswal, Pankaj, Jonquet, Clement, Laporte, Marie-Angelique, Larmande, Pierre, Lazo, Gerard, McCarthy, Fiona, Menda, Naama, Jung, Sook, Mungall, Christopher J., Munoz-Torres, Monica C., Naithani, Sushma, Nelson, Rex, Nesdill, Daureen, Park, Carissa, Reecy, James, Reiser, Leonore, Sanderson, Lacey-Anne, Sen, Taner Z., Poelchau, Monica, Staton, Margaret, Subramaniam, Sabarinath, Tello-Ruiz, Marcela Karey, Unda, Victor, Unni, Deepak, Wang, Liya, Ware, Doreen, Wegrzyn, Jill, Williams, Jason, Woodhouse, Margaret, Walls, Ramona, Yu, Jing, Main, Doreen, Andorf, Carson, Arnaud, Elizabeth, Berardini, Tanya Z., and Birkett, Clayton
Abstract:: The future of agricultural research depends on data. The sheer volume of agricultural biological data being produced today makes excellent data management essential. Governmental agencies, publishers and science funders require datamanagement plans for publicly funded research. Furthermore, the value of data increases exponentially when they are properly stored, described, integrated...
Resource Type:: Article

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