In probability theory, a continuity correction is an adjustment that is made when a discrete distribution is approximated by a continuousâ€¦Â (More)

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2015

2015

- Ting Liu, Chang Feng, Yanqiong Lu, B. G. Yao
- 2015

This article introduces a hyper-exponential jump diffusion process based on the continuity correction for discrete barrierâ€¦Â (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 considerâ€¦Â (More)

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2011

2011

- Rabi Bhattacharya
- International Encyclopedia of Statistical Science
- 2011

According to the central limit theorem (CLT ), the distribution function Fn of a normalized sum n(X1 + ... + Xn) of n independentâ€¦Â (More)

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2006

2006

- Yi-Ching Yao
- 2006

Abstract: We consider the Gittins index for a normal distribution with unknown mean Î¸ and known variance where Î¸ has a normalâ€¦Â (More)

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2005

2005

- Sam D. Howison
- 2005

We discuss the â€˜continuity correctionâ€™ that should be applied to connect the prices of discretely sampled American put options (iâ€¦Â (More)

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2005

2005

We discuss the â€˜continuity correctionâ€™ that should be applied to relate the prices of discretely sampled barrier options andâ€¦Â (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 otherâ€¦Â (More)

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2004

2004

- Raymond N. Greenwell, Stephen J. Finch
- Computational Statistics & Data Analysis
- 2004

The two-sample Kolmogorovâ€“Smirnov test is unable to achieve an arbitrary probability of Type I error because it can only take onâ€¦Â (More)

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2000

2000

- Arvind K. Virmani, Asha Rathi, +9 authors Adi F. Gazdar
- 2000

Background: Retinoic acid plays an important role in lung development and differentiation, acting primarily via nuclear receptorsâ€¦Â (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 duringâ€¦Â (More)

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