Results 151 to 160 of about 1,423,638 (199)

Capped Accumulated Return Call Option

2023
A pricing model for capped-accumulated-return-call (CARC) with volatility surface is presented. Proprietary approaches to interpreting volatility surface are employed during pricing. To accelerate the convergence when low discrepancy sequences are used in Monte Carlo simulation (Quasi-Monte Carlo simulation), the Brownian Bridge Path Construction has ...
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Die Call-Option

1992
Zur Beschreibung einer Call-Option wurde eine Call-Option auf die Aktie A mit dem Basispreis (BP) 700 und dem Termin Oktober gewahlt (siehe nachste Grafik). Der Kaufer dieser Option kann nun (mus aber nicht) die Aktie A jederzeit bis im Oktober zum Preis von DM 700 beziehen. Dieses Recht wird ihm vom Options-Verkaufer gegen ein Entgelt (= Optionspramie)
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Discounted perpetual game call options

Chaos, Solitons & Fractals, 2020
Abstract The purpose of this paper is to examine the problem of pricing discounted perpetual game call options. In addition to the properties of the American options, the game options give the seller the right to cancel the contract at some chosen from him moment. As a compensation for this, he has to pay some amount above the usual payment.
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Nuclear Option - Calling the Pakistani Bluff

SSRN Electronic Journal, 2018
While most of the media’s attention has been focused on Iran and North Korea and their nuclear ambitions, a full-throttle nuclear arms race is now underway in another part of the world where terrorism, ethnic violence, religious extremism, border disputes and political instability are endemic.
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Returns from Trading Call Options

The Journal of Investing, 2013
While much work has been done on pricing of options and expected returns theory, far less has been written on the actual returns that investors receive from trading options. In the case of call options on equity, standard asset pricing theory suggests large, positive average returns, while articles and comments in the popular press suggest that many ...
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Models for Call Option Decisions

Financial Analysts Journal, 1968
THE PURPOSE OF THIS PAPER iS to develop models for buying and selling options. The paper is presented from the point of view of call options, but the methodology could be modified for puts, straddles and spreads. The valuation process yields the expected value of a call option as estimated on the day of valuation, which can be at any time before or ...
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การทดสอบประสิทธิภาพภายในตลาด SET50 Index Options: ความแตกต่างระหว่าง Call Options กับ Put Options

2017
This study is aimed to test the internal efficiency of SET50 Index Options market and focus on the difference between SET50 Index Call Options pricing relationship and SET50 Index Put Options pricing relationship using the conditions of Call & Put Spreads and Call & Put Butterfly Spreads.
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Timing Strategies in the Call Option Market

The Journal of Finance, 1972
THIS STUDY investigates the problem faced by the risk averse call option-holder of when to exercise the option contract. An optimal exercising strategy model is developed using the recursive maximization techniques of dynamic programming. The model involves six parameters-the length and exercise price of the option contract, the mean and standard ...
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The Volume Profile of Call Options

SSRN Electronic Journal, 2011
Examination of the profile of the volume of call options traded and the prices at which they trade reveals a non-symmetric relationship which has implications concerning the empirical pricing of these contracts.
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Writing Covered Call Options

The Journal of Portfolio Management, 1980
James W. Yates, Robert W. Kopprasch
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