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38th Annual Conference of the North American Chapter of the International Group for the Psychology of Mathematics Education (PME-NA 2016)
mathematics education cultura
2016/7/18
The theme of the conference is Sin Fronteras: Questioning Borders with(in) Mathematics Education. This theme is intended to encourage research presentations, discussion, and reflection on the variety ...
The American Academy of Actuaries is a D.C.-based 18,000-member professional association whose mission is to serve the public and the U.S. actuarial profession. Academy members include consultants, co...
The AMS, founded in 1888 to further the interests of mathematical research and scholarship, serves the national and international community through its publications, meetings, advocacy and other progr...
On the Use of Policy Iteration as an Easy Way of Pricing American Options
American Option Linear Complementarity Problem
2011/3/4
Finite di erence or nite element approximations of the value function of an American option usually result in discrete linear complementarity problems (LCP).
American Step-Up and Step-Down Credit Default Swaps under Levy Models
optimal stopping credit default swaps step-up and step-down options
2011/3/2
This paper studies the valuation of a class of credit default swaps (CDSs) with the embedded
option to switch to a different premium and notional principal anytime prior to a credit event.
On backward stochastic differential equations approach to valuation of American options
Backward stochastic differential equation Obstacle problem American option
2011/2/24
We consider the problem of valuation of American (call and put) options written on a dividend paying stock governed by the geometric Brownian motion. We show that the value function has two different ...
On a free boundary problem for an American put option under the CEV process
free boundary problem American put option CEV process
2010/12/7
We consider an American put option under the CEV process. This corre-sponds to a free boundary problem for a PDE. We show that this free boundary satis es a nonlinear integral equation, and analyze it...
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option
option pricing American put option early exercise bound-ary limiting behavior close to expiry
2010/4/27
In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American put...
American Association for the Advancement of Science, National School Boards Association Join in Historic Science Education Effort
mathematics developing science
2007/4/17
14 April 2007，SAN FRANCISCO—Despite public perceptions that local school boards are battlegrounds over evolution and other science-related issues, board members in the Kansas City area are far more co...
Indian American mathematician is awarded the Abel Prize(图）
Abel Prize 2007年度 阿贝尔奖 Norwegian Academy of Science and Letters probability theory
2007/4/16
The Norwegian Academy of Science and Letters has decided to award the Abel Prize for 2007 to Srinivasa S.R. Varadhan, Courant Institute of Mathematical Sciences, New York. He receives the prize “for h...
Journal of American Mathematical Society is devoted to research articles of the highest quality in computational mathematics. Areas covered include numerical analysis, computational discrete mathemati...
Do the Math: the Difference Between Chinese and American Teachers（图）
Math Chinese American
2006/12/14
12/12/2006，For the past 20 years, studies of math achievement have shown that Chinese (and other East Asian) children consistently outperform their American counterparts in almost every area. Explana...