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Jump Models with delay -- option pricing and logarithmic Euler-Maruyama scheme
In this paper, we obtain the existence, uniqueness and positivity of the solution to delayed stochastic differential equations with jumps.
Practical Option Valuations of Futures Contracts with Negative Underlying Prices
Here we propose two alternatives to Black 76 to value European option future contracts in which the underlying market prices can be negative or mean reverting.
Unsupervised Learning from Narrated Instruction Videos
Third, we experimentally demonstrate that the proposed method can automatically discover, in an unsupervised manner, the main steps to achieve the task and locate the steps in the input videos.
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