Results 41 to 50 of about 1,423,638 (199)
Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints
Journal of Inequalities and Applications, 2016 We propose an efficient method for the construction of an arbitrage-free call option price function from observed call price quotes. The no-arbitrage theory of option pricing places various shape constraints on the option price function.
Arindam Kundu +3 more
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Asymptotic analysis of American call options [PDF]
International Journal of Mathematics and Mathematical Sciences, 2001 American call options are financial derivatives that give the holder the right but not the obligation to buy an underlying security at a pre‐determined price. They differ from European options in that they may be exercised at any time prior to their expiration, rather than only at expiration.
Ghada Alobaidi, Roland Mallier
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A Compound Up-and-In Call like Option for Wind Projects Pricing
Risks, 2023 Wind energy projects represent, currently, a valid opportunity to support United Nations Sustainable Development Goal 7. However, these projects can appear financially unattractive considering the unfavorable meteorological conditions, uncertain ...
Michele Bufalo +2 more
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Option Pricing in the Moderate Deviations Regime [PDF]
, 2016 We consider call option prices in diffusion models close to expiry, in an asymptotic regime ("moderately out of the money") that interpolates between the well-studied cases of at-the-money options and out-of-the-money fixed-strike options.
Friz, Peter +2 more
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Penentuan Nilai Opsi Call Eropa Dengan Pembayaran Dividen
Sainsmat, 2016 Fluktuasi harga saham menyebabkan perdagangan saham memiliki resiko. Opsi merupakan alternatif untuk mengurangi resiko dalam perdagangan saham. Opsi Eropa adalah suatu kontrak keuangan yang memberikan hak, bukan kewajiban, kepada holder, untuk membeli ...
Diana Purwandari
doaj +3 more sources
COMPARISON OF AFTER-TAX OUTCOMES OF OPTION WRITING STRATEGIES: COVERED CALLS VERSUS CASH-SECURED PUTS [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria EconomieThis paper examines the tax implications of covered call and cash-secured put option writing strategies. Although both strategies are widely used to generate income, their tax consequences differ in timing and character of gains.
HALIL D. KAYA, JULIA S. KWOK
doaj
The Baptist Church in Warren: Marketing Plan to Increase Public Awareness [PDF]
, 2013 Videos from nonprofits can feature “call-to-action” overlays to facilitate that action. Visitors can click on these overlays to visit the Church’s website.
Robinson, Arnold
core +1 more source
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model
, 2008 We study the pricing problem for a European call option when the volatility of the underlying asset is random and follows the exponential Ornstein-Uhlenbeck model.
Black F +7 more
core +1 more source
Theoretical Economics Letters, 2018 This paper presents a theoretical model to price foreign currency call options. Currency options are employed in international trade to reduce the risk of loss due to the reduction of revenues obtained in depreciating foreign currency for an exporter, or the escalation of expense from appreciating foreign currency for an importer.
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Capped Accumulated Return Call Option
, 2022 https://finpricing.com/lib/FxAccumulator ...
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