PPT-Randomization and the American Put

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Author Peter Carr Presenter Ken Ngo 467632 Outline 1 American put in BlackScholes 2 Randomization of the American put with Exponential distribution on nondividendpaying

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Randomization and the American Put: Transcript

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. Day 1. Lock, Lock, Lock Morgan, Lock, and Lock. MAA . Minicourse. – Joint Mathematics Meetings. Baltimore, MD. January 2014. The Lock. 5. Team. Dennis. Iowa State. Kari. Harvard/Duke. Eric. UNC/Duke. 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. 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. Day 1. Lock, Lock, Lock, Lock, and Lock. Minicourse. – Joint Mathematics Meetings. Boston, MA. January . 2012. WiFi. : . marriotconference. , password: 1134ams. Introductions. :. Name. Institution. 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. By: Arteid Memaj and Carolyn Romano. Agenda. Describe . Random Number . Generator. Code and output. Describe Proc . Plan. Options. Code and output. Wald-Wolfowitz (or Runs) test for randomness. SAS Procedure?. Day 1. Lock, Lock, Lock, Lock, and Lock. Minicourse. – Joint Mathematics Meetings. Boston, MA. January 2012. WiFi. : . marriotconference. , password: 1134ams. Introductions. :. Name. Institution. By: Arteid Memaj and Carolyn Romano. Agenda. Describe . Random Number . Generator. Code and output. Describe Proc . Plan. Options. Code and output. Wald-Wolfowitz (or Runs) test for randomness. SAS Procedure?. 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. Introductory Statistics. Robin H. Lock, Burry Professor of Statistics. St. Lawrence University. Breakout Panel. USCOTS 2011 - Raleigh, NC. Intro Stat (Math 113) at St. Lawrence. 26-29 students per section. Why it Matters, How it Affects Power and How to Generate a Randomization List. Brian . Ronayne. Research Statistician. nQuery. Webinar. Host. Agenda. Randomization in Clinical Trials. Common Randomization Strategies.

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