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Call, put and bidirectional option contracts in agricultural supply chains with sales effort
Applied Mathematical Modelling, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, Lei, Tang, Ruihong, Chen, Kebing
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Risks, 2021 In this paper we study the effect that mean-reverting components in the arithmetic dynamics of electricity spot price have on the price of a call option on a swap.
Maren Diane Schmeck, Stefan Schwerin
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Progettazione, validazione ed implementazione di un modello reticolare avanzato per il pricing di un Flexible Forward su valute [PDF]
Risk Management Magazine, 2019 The purpose of this article is to illustrate the pricing model for Flexi-Forward contracts written on currencies through the use of an advanced lattice approach, called AMM – Adaptive Mesh Method. Flexi-Forward, also known as time-option forward contract,
Pier Giuseppe Giribone, Paolo Raviola
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Pricing the SPI Futures Call Option Contract Using the Asay Model [PDF]
SSRN Electronic Journal, 2000 This paper examines the relative pricing performance of the Asay (1986) futures option pricing model on the All Ordinaries Share Price Index Futures Call Option contract over the period January 1993-September 1995. A dataset of 8092 matched tick-by-tick transactions in SPI future options is examined, and the Asay model is used to generate pricing ...
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Over-allotment options in IPOs on Germany´s Neuer Markt : an empirical investigation [PDF]
, 2002 Over-allotment arrangements are nowadays part of almost any initial public offering. The underwriting banks borrow stocks from the previous shareholders to issue more than the initially announced number of shares.
Franzke, Stefanie A., Schlag, Christian
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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
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Supply Chain Contract with Put and Call Option: The Case of Non-Linear Option Premium Price
Industrial Engineering and Management Systems, 2013 This research investigates the supply chain contract between a distributor and a supplier in which the selling period is relatively short in comparison with long production lead time. At the first stage, supplier who is a Stackelberg leader offers the distributor a contract with a set of parameters, and subjected to those parameters, the distributor ...
Chirakiat Saithong, Huynh Trung Luong
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Skewed Normal Distribution Of Return Assets In Call European Option Pricing
Kreano: Jurnal Matematika Kreatif-Inovatif, 2011 Option is one of security derivates. In financial market, option is a contract that gives a right (notthe obligation) for its owner to buy or sell a particular asset for a certain price at a certain time.Option can give a guarantee for a risk that can be
Evy Sulistianingsih
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Incomplete Contracts with Asymmetric Information: Exclusive v. Optional Remedies [PDF]
, 2005 Law and economics scholars have always had a strong interest in contract remedies. Perhaps the most explored issue in contract law has been the desirability of various contract remedies, such as expectation damages, specific performance, or liquidated ...
A Edlin +46 more
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VALUASI COMPOUND OPTION PUT ON CALL TIPE EROPA PADA DATA SAHAM FACEBOOK [PDF]
, 2015 Option is a contract that gives the right to individuals to buy (call options) or sell (put options) the underlying asset by a certain price for a certain date. One type of options that are traded is compound options.
WIDIANUGRAHA, MUHAMMAD SUNU
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