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Numerical Methods For Option Pricing Under The Two-Factor Models, Jiacheng Cai
Numerical Methods For Option Pricing Under The Two-Factor Models, Jiacheng Cai
UNLV Theses, Dissertations, Professional Papers, and Capstones
Pricing options under multi-factor models are challenging and important problems for financial applications. In particular, the closed form solutions are not available for the American options and some European options, and the correlations between factors increase the complexity and difficulty for the formulations and implements of the numerical methods.
In this dissertation, we first introduce a general transformation to decouple correlated stochastic processes governed by a system of stochastic differential equations. Then we apply the transformation to the popular two-factor models: the two-asset model, the stochastic volatility model, and the stochastic interest rate models. Based on our new formulations, we …
Influence Of Sustainability Reward Program On Meeting Planners’ Site Selection Decision And Perceived Value-For-Money, Shinyong (Shawn) Jung
Influence Of Sustainability Reward Program On Meeting Planners’ Site Selection Decision And Perceived Value-For-Money, Shinyong (Shawn) Jung
UNLV Theses, Dissertations, Professional Papers, and Capstones
Many types of voluntary sustainable programs have been integrated into the hospitality industry standards and been examined to measure their effectiveness by research firms and institutions (Giebelhausen & Chun, 2016). However, there is a lack of research examining how the benefits received by participating in green meetings influence perceptions and behavioral intentions on environmentally sustainable meetings. Consequently, this research investigates how incentivizing tools such as incorporating sustainability reward points for choosing sustainable venues and participating in environmental programs can affect planners’ perceived value for money and site-selection intention. The results of the three-way repeated measure analysis of variance (ANOVA) did …
Price Prediction: Determining Changes In Stock Pricing Through Sentiment Analysis Of Online Consumer Reviews, Daryl F. Boykin
Price Prediction: Determining Changes In Stock Pricing Through Sentiment Analysis Of Online Consumer Reviews, Daryl F. Boykin
UNLV Theses, Dissertations, Professional Papers, and Capstones
The rapid growth of technology has changed the dynamics in which consumers socialize and make their purchasing decisions. The volume of online reviews has grown rapidly over the past decade, leading the peer groups of consumer to carry a disproportionate weight in the purchasing decision process. The sheer volume of reviews can be a daunting task for an operator to attempt to incorporate the reviews in their analysis. Sentiment analysis allows for large volumes of consumer reviews to be processed in a relatively easy, and time sensitive manner. The information contained in these reviews, the sentiment score, is the same …