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Option types are a powerful abstraction that allows the concise modelling of combinatorial problems where some decisions are… Expand For a rather broad class of financial options, this paper proposes a stochastic model predictive control (SMPC) approach for… Expand Scripting languages enjoy great popularity due to their support for rapid and exploratory development. They typically have… Expand Context. Extrasolar giant planets are found to orbit their host stars with a broad range of semi-major axes 0.02 ≤ a ≤ 6 AU… Expand The aim of this paper is to price an American option in a multiperiod binomial model, when there is uncertainty on the volatility… Expand We study the portfolio choice of hedge fund managers who are compensated by high-water mark contracts. We find that even risk… Expand Static and dynamic type systems have well-known strengths and weaknesses, and each is better suited for different programming… Expand La decouverte de l'art rupestre prehistorique du Tassili-n-Ajjer est indument attribuee a l'explorateur Henri Lhote. Le veritable… Expand Traditionally, statically typed programming languages incorporate a built-in static type system. This system is typically… Expand This paper describes the exercise behavior of over 50,000 employees who hold longterm options on employer stock at eight… Expand