In this paper we derive Fourier transforms for double-sided Parisian option contracts. The
double-sided Parisian option contract is triggered by the stock price process spending some …

<p>Parisian options are not exchange traded, but there are various applications of Parisian
optionality in the fields of real option theory, convertible bond valuation and credit risk. …

An advanced method, which we call Monte Carlo-COS method, is proposed for computing
the counterparty credit exposure profile of Bermudan options under Lévy process. The …

… Jasper Anderluh Delft University of Technology, Delft, The Netherlands and Free University
… to degrees k and j, we introduce the average absolute difference measure δ(k, j) given by …

Research into the direction of specific exotic options – like the Parisians – is often driven by
the analysis of structured products. These products contain features that are similar to exotic …

For an efficient computation of the counterparty credit exposure profiles of the multi-asset
options, a simulation-based method, named the Stochastic Grid Bundling Method (SGBM), is …

The 2H-1, 4-benzoxazin-3-(4H)-one (1) and 3, 4-dihydro-2H-1, 4-benzoxazine (2) scaffolds
have been studied intensively as important heterocyclic systems for building natural 1, 2 and …

Actinoporins are effective pore-forming toxins produced by sea anemones. These extremely
potent, basic 20kDa proteins readily form pores in membranes that contain sphingomyelin. …

… These final states of the protein are remarkably stable structures and it is often nearly
impossible to remove them from the lipid membrane (Anderluh, unpublished observation). …

OBJECTIVES: To assess the differences in comorbid lifetime and current substance use (tobacco,
alcohol and drug use) between eating disorder (ED) patients and healthy controls in …