Continuity correction

In probability theory, a continuity correction is an adjustment that is made when a discrete distribution is approximated by a continuous… (More)
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Topic mentions per year

Topic mentions per year

1987-2016
02419872016

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2015
2015
This article introduces a hyper-exponential jump diffusion process based on the continuity correction for discrete barrier… (More)
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2013
2013
  • Doobae Jun
  • J. Computational Applied Mathematics
  • 2013
Discrete barrier options are the optionswhose payoffs are determined by underlying prices at a finite set of times. We consider… (More)
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2011
2011
According to the central limit theorem (CLT ), the distribution function Fn of a normalized sum n(X1 + ... + Xn) of n independent… (More)
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2006
2006
Abstract: We consider the Gittins index for a normal distribution with unknown mean θ and known variance where θ has a normal… (More)
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2005
2005
We discuss the ‘continuity correction’ that should be applied to connect the prices of discretely sampled American put options (i… (More)
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2005
2005
We discuss the ‘continuity correction’ that should be applied to relate the prices of discretely sampled barrier options and… (More)
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2004
2004
A research question of interest is often whether the variables summarized in a contingency table are independent of each other… (More)
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2004
2004
The two-sample Kolmogorov–Smirnov test is unable to achieve an arbitrary probability of Type I error because it can only take on… (More)
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2000
2000
Background: Retinoic acid plays an important role in lung development and differentiation, acting primarily via nuclear receptors… (More)
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Highly Cited
1997
Highly Cited
1997
The payoff of a barrier option depends on whether or not a specified asset price, index, or rate reaches a specified level during… (More)
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