Results 21 to 30 of about 1,391,296 (199)
Design of power generation capacity adequacy mechanism based on revenue call options
Energy Reports, 2022 The design of the power generation capacity adequacy mechanism requires comprehensive consideration of political goals, power systems, power markets and other factors.
Cheng Huang +7 more
doaj +1 more source
Call Option Prices Based on Bessel Processes [PDF]
Methodology and Computing in Applied Probability, 2009 14 pages, 2 figures (Figure 1. includes 6 sub-figures, Figure 2. includes 10 sub-figures)
Yor, Marc, Yen, J.-Y.
openaire +4 more sources
A General Conformable Black–Scholes Equation for Option Pricing
MathematicsSince the emergence of the Black–Scholes model (BSM) in the early 1970s, models for the pricing of financial options have been developed and evolved with mathematical tools that provide greater efficiency and accuracy in the valuation of these assets. In
Paula Morales-Bañuelos +3 more
doaj +1 more source
Simulasi Penilaian Options Dengan Menggunakan Black-Scholes Model Terhadap Saham-Saham Indeks LQ 45 Periode Februari-Juli 2002 [PDF]
, 2003 Options banyak diperdagangkan di berbagai bursa di berbagai negara (Ahn et all, 1999, Summa, 2002a). Investor berminat melakukan perdagangan options karena sifat options yang dapat digunakan sebagai alat lindung nilai (hedging).
Mahdi, Faris, Wijaya, Liliana Inggrit
core
Pediatric Blood &Cancer, EarlyView.ABSTRACT Blinatumomab has been shown to be highly effective for patients with pediatric B‐ALL and has recently become standard of care therapy. Due to its past use in the clinical trial setting, there is limited information available about real‐world administration.
Katelyn Oranges +12 more
wiley +1 more source
Risks, 2015 In this short paper, we study the asymptotics for the price of call options for very large strikes and put options for very small strikes. The stock price is assumed to follow the Black–Scholes models.
Lingjiong Zhu
doaj +1 more source
, 2020 This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element method (dGFEM).
Karasözen, Bülent +2 more
core +1 more source
Single Stock Call Options as Lottery Tickets [PDF]
SSRN Electronic Journal, 2016 This paper investigates whether the overpricing of out-of-the money single stock calls can be explained by Tversky and Kahneman's (1992) cumulative prospect theory (CPT). We argue that these options are overpriced because investors overweight small probability events and overpay for such positively skewed securities, i.e., characteristics of lottery ...
Félix, Luiz +2 more
openaire +5 more sources
Clinical Insights Into Hypercalcemia of Malignancy in Childhood
Pediatric Blood &Cancer, EarlyView.ABSTRACT Hypercalcemia of malignancy (HCM) is a rare but life‐threatening metabolic emergency in children that occurs in less than 1% of pediatric cancer cases, with a reported incidence ranging from 0.4% to 1.0% across different studies. While it is observed in 10%–20% of adult malignancies, pediatric HCM remains relatively uncommon.
Hüseyin Anıl Korkmaz
wiley +1 more source
RISK ANALYSIS OF GOOGL & AMZN STOCK CALL OPTIONS USING DELTA GAMMA THETA NORMAL APPROACH
BarekengStocks, as investment products, tend to carry risks due to fluctuations. The tendency of stock prices to rise over time leads investors to opt for call options, which are one of the derivative investment products.
Wiji Umiati +3 more
doaj +1 more source