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In this paper the problem of European option valuation in a Levy process setting is analysed. In our model the underlying asset follows a geometric Levy process. The jump part of the log-price process, which is a linear combination of Poisson processes, describes upward and downward jumps in price. The proposed pricing method is based on stochastic analysis(More)
MCMC setups are among the best known methods for conducting computer simulations necessary in statistics, physics, biology, etc. However, to obtain appropriate solutions, additional convergence diagnosis must be applied for trajectory generated by Markov Chain. In the paper we present the method for dealing with this problem, based on features of so called(More)
As many as 70 patients were examined under conditions of a cardio resuscitation unit to gain insight into relatedness of time of development of acute of myocardial infarction (AMI) to its forms and particular clinical picture. The highest risk of AMI development was recordable within the time interval of 6-12 hours with the existing dependence for morning(More)
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