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Saving, Inequality and Aging: An East Asian Perspective
Saving Inequality Aging An East Asian Perspective
2014/3/24
Saving, Inequality and Aging: An East Asian Perspective。
12 th East Asian Seminar on UN Studies—Global Governance and East Asia cooperation in the UN
12 th East Asian Seminar UN Studies Global Governance East Asia cooperation
2014/5/26
The problem of piracy in the Gulf of Aden emerged as a threat to maritime transportation in early 2000 and it became a serious threat to international peace and security before 2010. Though the numbe...
The year 1989 marked an important turning point in Vietnam: the market mechanism began to take the place of centrally-planned resource allocation. To secure sustainable economic growth at a high level...
MONETARY POLICY COOPERATION TO SUPPORT ASIAN ECONOMIC INTEGRATION
Regional Economic Integration Monetary Policy Cooperation Exchange Rate Arrangements Sequencing
2011/8/21
This paper considers the form of monetary policy coordination and regional exchange rate arrangement that would best support economic and financial integration in East Asia. In view of the region's ec...
Pricing of average strike Asian call option using numerical PDE methods
Asian Option Crank Nicolson Implicit Method Higher Order Compact Monte Carlo Simulation
2011/7/4
In this paper, a standard PDE for the pricing of arithmetic average strike Asian call option is presented. A Crank-Nicolson Implicit Method and a Higher Order Compact finite difference scheme for this...
Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option
Comparison Two Numerical Methods American Type of the Floating Strike Asian Option
2011/7/4
We present a numerical approach for solving the free bound-
ary problem for the Black-Scholes equation for pricing American style
of floating strike Asian options. A fixed domain transformation of t...
Path integral approach to Asian options in the Black-Scholes model
Path integral Asian options Black-Scholes model
2010/11/1
We derive a closed-form solution for the price of an average price as well as an average strike
geometric Asian option, by making use of the path integral formulation. Our results are compared to a n...
Governance Problems of East Asian Economies —As an Interface of Advanced Economic Analysis—
governance East Asian economies regional integration civil society
2009/5/6
Governance Problems of East Asian Economies —As an Interface of Advanced Economic Analysis—。
Law of the exponential functional of one-sided Lévy processes and Asian options
L´ evy processes exponential functional special functions
2010/11/1
The purpose of this note is to describe, in terms of a power series, the distribution function
of the exponential functional, taken at some independent exponential time, of a spectrally negative L&ac...