AF

(redirected from American Fractional)
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AcronymDefinition
AFAir Force
AFAcronym Finder (AcronymFinder.com website)
AFAutomatic Focus (camera)
AFATM Forum
AFAuto-Flash
AFAuto-Focus
AFAddress Family (sockets)
AFStore(s) Ship
AFAfrica (regional designation of the Peace Corps)
AFAs F*ck
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AFAllied Force (flight simulator game)
AFArmed Forces
AFAccounting and Finance
AFApplied For
AFAcre-Feet
AFAir Filter
AFAmerican Flag
AFArthritis Foundation
AFAlchohol Free
AFAbercrombie & Fitch
AFAir France (airline code)
AFAlways Fresh
AFAviation Fuel
AFAdministration and Finance (various organizations)
AFAtrial Flutter
AFArtifact (gamin, Final Fantasy)
AFAssociation Football (blog)
AFAfghani (currency of Afghanistan)
AFAtrial Fibrillation (also seen as Afebrile)
AFArcade Fire (band)
AFAthlete's Foot
AFAgriculture Forest (zoning category)
AFAmerican Fork (city in Utah)
AFAffix
AFAretha Franklin (singer)
AFAirframe
AFAfrican Affairs (US State Department)
AFAlliance Française
AFAudio Frequency
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AFArchitecture Foundation (various locations)
AFAdoptive Father
AFAl Fine (Italian: to the end)
AFAir Freight
AFAward Fee
AFAs Found
AFAmniotic Fluid
AFAcre Foot
AFAsia Foundation
AFAnisotropic Filtering
AFAppropriated Fund
AFAnti-Flag (band)
AFAddress Field
AFAlliance Francophone (French language organization; various locations)
AFArtemis Fowl (book series, movie)
AFArtemis Fowl (book)
AFAmphibious Force (US DoD)
AFArbejdsformidling (DK)
AFAsian Female
AFAstoria Financial Corporation (stock symbol)
AFAnglo-French
AFAgnostic Front (punk/hardcore band)
AFAllocations Familiales (French, family benefits office)
AFAcademy Fantasia (various locations; reality TV show)
AFAddams Family (TV show)
AFAfter Forever (band)
AFAir Freshener
AFAmerican Forests
AFAnal Fissure (disease)
AFApplication Function
AFAnarchist Federation (UK)
AFAdvanced Function
AFAunt Flo (slang for menstrual period)
AFAs Freak
AFAnglia Farmers (UK)
AFAeon Flux (TV show)
AFAssured Forwarding
AFAssured Forwarding (Differentiated Services Code Point)
AFAs Fed (actual weight of cattle feed)
AFAuthority Figure
AFAuto-Feed
AFAustralia Fair (national anthem)
AFAdmiral of the Fleet
AFAlternating Field (demagnetization)
AFAkademiska Föreningen (Lund, Sweden)
AFAd Finem (Latin: to the end)
AFAft Fuselage
AFAmerican Field (dog breed registry)
AFAnimation Factory
AFAmazing Fantasy (comic books)
AFAgreed Framework (between United States and Democratic People's Republic of Korea)
AFAlternative Frequency
AFAcceleration Factor
AFAnime Fantasy
AFAuxiliary Carry Flag
AFActive Flow
AFAirway Facilities
AFAtomic Fluorescence
AFAlternative Forum (Suriname)
AFActivity Factor
AFAmplify and Forward
AFAntenna Factor
AFAfter Ford (Brave New World)
AFAmerican Freightways
AFAvailability Factor
AFAnimal Forest (game)
AFAnaerobic Filter
AFAmiga Format (magazine, now defunct, for Amiga computers)
AFAlleged Father (DNA testing; paternity determination)
AFAtom Films
AFAfter Future (Dragonball gaming)
AFAcross Flats
AFAdded Factor
AFAmmunition Factory (Pune, India)
AFAutofrettage (metal fabrication technique)
AFAfghan Film
AFAkademikernes Fellesorganisasjon
AFAlmond Flour
AFAnti-Ferromagnetic (also seen as AFM)
AFAdjust Fire
AFApplicable Fare (airlines)
AFAhrens Fox (Fire Truck manufacturer)
AFAssets Forfeiture
AFAuto-Framed
AFAbsorption Fraction
AFAugmentation Force(s)
AFAlliance Forums
AFAutomatic Following
AFAuxiliary Feed
AFApproximate Factorization
AFAuxiliary Funds
AFArkitektförbundet
AFAichi Forge (Georgetown, KY)
AFAllowance Factor
AFAmpere Frame
AFAcronym Fatigue
AFAncestry File (genealogy)
AFActivity Finish
AFAttack Flamingo (band)
AFArtists Forum, Inc.
AFAlabama & Florida Railway Company
AFArthacharya Foundation (Sri Lanka)
AFAfter Funimation (Dragon Ball)
AFAmerican Fractional (tools)
AFAmahoro Foundation
AFActum Fide (Latin: done in faith)
AFAvailability of the Fiber Cable
AFArtificially Feeding/Fed
AFArchitectures and Framework
AFAgromart Foundation (Sri Lanka)
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References in periodicals archive ?
Then the explicit integral representation of early exercise premium and the American fractional lookback options factorization formula are also given.
In Section 3, the fundamental solutions of stochastic parabolic partial differential equations are estimated under the condition of Merton assumptions and the optimal exercise boundary is derived; then the American fractional look-back options factorization formula is obtained.
Given a finite time horizon T > 0, let C = C(t, S, m) be the value of the American fractional lookback call option at time t [member of] [0, T].
At the early exercise boundary [[bar.S](i, m)].sub.t[member of][0,T]], the American fractional lookback call option would be optimally exercised.
Using argument similar to Section 2.2, it can be shown that the American fractional lookback option price solves the following stochastic partial differential equations:
In the same way as in the call case, by (63), (70), (71), (72), (76), (77), and (78), we can formulate the put case: Let P = P(t, S, m) be the value of the American fractional lookback call option at time t [member of] [0, T].
It is well known that the value of an American fractional option can be represented as the sum of the value of the corresponding European option and the early exercise premium.
Let V(t,S, M) be American fractional lookback put option; then
If the optimal exercise boundary is given by S = [S.sub.t], then pricing of American fractional lookback options can be represented as (83)-(86).
This results show that American fractional lookback options are equal to the option of a hedging portfolio: a risk premium associated with the European values plus the early exercise premium.
The optimal exercise boundary of looking back American fractional put options is defined by S = [S.sub.t], 0 [less than or equal to] t < T, and then S = [S.sub.t] satisfy the following Volterra integral equation
Qatar Executive was recognised for its strong commitment towards offering a superior in-flight experience and achieving major accomplishments such as the recent new partnership with the North American fractional jet programme provider Flexjet and the appointment by Bombardier as an "authorised service facility" in the Middle East.
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