THE ANALYTICAL SOLUTIONS OF EUROPEAN OPTIONS ON SHARES PRICING MODELS
Jurnal Akuntansi dan Keuangan, 2004 The Black-Scholes options formula is the breakthrough in valuating options prices. However, the formula is heavily based on several assumptions that are not realistic in practice. The extensions of the assumptions are needed to make options pricing model
Andriansyah Andriansyah
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A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes [PDF]
We present a quasi-analytical method for pricing multi-dimensional American options based on interpolating two arbitrage bounds, along the lines of Johnson (1983).
Li, Minqiang
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La apuesta asimétrica de Europa en el marco de la crisis
Revista Vasca de Administración Pública, 2017 In this brief essay I shall reflect upon one of the options recalled by the recent White Paper of the European Commission and then supported by France, Germany, Italy and Spain in an informal meeting: namely asymmetry. This essay is structured as follows:
Giuseppe Martinico
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A new logistic-type model for pricing European options. [PDF]
Springerplus, 2015 Londoño JA, Sandoval J.
europepmc +1 more source
Competitive balance between national leagues in European football after the Bosman Case [PDF]
Introduction – 1. The Bosman Case: No Harmful Side Effects? – 2. Structural Differences and Developments – 3. Empirical Evidence – 4.
Trudo Dejonghe, Wim Van Opstal
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Proposals for a new audit liability regime in Europe [PDF]
The past few years have seen a growing trend towards the focus on audit liability. In the UK, the Company Law Reform Bill which became the Companies Act 2006, has removed the previously existing limits on auditor liability and compelled an agreement ...
Ojo, Marianne
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Inverse volatility problem for currency options
Electronic Journal of Differential Equations, 2023 Ian Knowles, Sundar Tamang
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The exact value for European options on a stock paying a discrete dividend [PDF]
In the context of a Black-Scholes economy and with a no-arbitrage argument, we derive arbitrarily accurate lower and upper bounds for the value of European options on a stock paying a discrete dividend.
Amaro de Matos, Joao +2 more
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THE RURAL DEVELOPMENT POLICY OF THE EUROPEAN UNION FROM THE PERSPECTIVE OF ROMANIAS INTEREST
Ekonomika Poljoprivrede (1979), 2012 The rural development component of the Common Agricultural Policy has gained increased attention after the Commission developed the strategic document Agenda 2000, thus becoming the second pillar of the CAP.
Lucov Stefan Bogdan
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Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]
Entropy (Basel)Nowak P, Gatarek D.
europepmc +1 more source