PPT-Randomization and the American Put

Author Peter Carr Presenter Ken Ngo 467632 Outline 1 American put in BlackScholes 2 Randomization of the American put with Exponential distribution on nondividendpaying stock. Robin H. Lock, Burry Professor of Statistics. Patti Frazer Lock, Cummings Professor of Mathematics. St. Lawrence University. USCOTS 2011. Raleigh, NC. The Lock. 5. Team. Robin & Patti. St. Lawrence. Rajmohan Rajaraman. Northeastern University, Boston. May 2012. Chennai Network Optimization Workshop. The Randomization Repertoire. 1. Randomization in Network Optimization. Very important toolkit:. Often simple routines yielding the best known approximations to hard optimization problems. Kari Lock Morgan. Department of Statistical Science, Duke University. kari@stat.duke.edu. . with Robin Lock, Patti Frazer Lock, Eric Lock, Dennis Lock. Statistics: Unlocking the Power of Data. Wiley Faculty Network. Diana C. . Mutz. University of Pennsylvania. Analysis of Experiments. Simple, straightforward. No fancy statistical techniques required. Very few questions required. Comparison of means (analysis of variance). Dr. Kari Lock Morgan. PSU 016. 11/5/14. Extrasensory Perception. Is there such a thing as extrasensory perception (ESP) or a “sixth sense”?. Do you believe in ESP?. Extrasensory Perception. One way to test for ESP is with . Kari Lock Morgan. Department of Statistical Science, Duke University. kari@stat.duke.edu. . with Robin Lock, Patti Frazer Lock, Eric Lock, Dennis Lock. Statistics: Unlocking the Power of Data. Wiley Faculty Network. Day 1. Lock, Lock, Lock, Lock, and Lock. Minicourse. – Joint Mathematics Meetings. Boston, MA. January 2012. WiFi. : . marriotconference. , password: 1134ams. Introductions. :. Name. Institution. Yue Chen. , . Zhi. Wang, David . Whalley. , Long . Lu. Florida State University. Stony Brook University. 6. th. ACM . Conference on Data and Applications Security and . Privacy, New Orleans, LA, USA. Vikram Reddy . Enukonda. O. utline. Kernel-level . Exploitation. Existing . Countermeasures. Address Space . Randomization. Challenges in OS-Level ASR. Design for OS-Level ASR. OS-Architecture. ASR Transformation. David Evans. Some Criticisms of GWA Studies…. So you have a new GWAS hit for a disease… so what!?. You can’t change people’s genotypes (at least not yet). You can however modify people’s environments…. of Development Programs and Projects. Class . 7 . – . Randomization*. *(how to design an RCT that accommodates real world constraints). Randomly . sample. from area of interest. Clarification: . Random . Day 1. Lock, Lock, Lock, Lock, and Lock. MAA . Minicourse. – Joint Mathematics Meetings. San Diego, CA. January 2013. The Lock. 5. Team. Robin. St. Lawrence. Dennis. Iowa State. Eric. Duke. Kari. La gamme de thé MORPHEE vise toute générations recherchant le sommeil paisible tant désiré et non procuré par tout types de médicaments. Essentiellement composé de feuille de morphine, ce thé vous assurera d’un rétablissement digne d’un voyage sur . Day 2. Lock, Lock, Lock, Lock, and Lock. MAA . Minicourse. - Joint Mathematics Meetings. San Diego, CA. January 2013. Schedule: Day 2. Friday, 1/11, 9:00 – 11:00 am. 5. More on Randomization Tests.