Results 221 to 230 of about 40,583 (252)

An Approximation of an Equivalent European Payoff for the American Put Option

SSRN Electronic Journal, 2016
Is the American put option simply an incognito European one? In this paper, we develop a numerical procedure, in the context of the Black-Scholes model, to approximate the payoff of a European type option that generates prices that are equal to the prices of the American put option in the continuation region. The resulting equivalent European payoff is
openaire   +1 more source

European Put Option Valuation with Statistical Tests for Capital Market Investments

Asian Journal of Economics, Finance and Management
The analysis of European put option implies contracts which permit investors to sell particular number of securities within specified time frame at a predetermined price. In particular, the Black-Scholes put option were investigated on the share prices of Fidelity, Access and Merged Banks which paved way to obtain put option close form prices.
Gideon, Wobo Omezuruike, Didi, Essi Isaac, A., Davies Iyai,, Okechukwu, Nwaoburu Adols   +3 more
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Partial Differential Equation Approach for Valuation of European Put Option Price using Two Stochastic Financial Models.

International Journal of Mathematical Sciences and Optimization: Theory and Applications, 2023
An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) at or before the expiration date of the option. This paper looked at two different models in finance which are the Constant Elasticity of
Chinwenyi, H. C., Onah, E. S., Aboiyar, T.   +2 more
openaire   +1 more source

Efficient Meshfree Method for Pricing European and American Put Options on a Non-dividend Paying Asset

2015
We develop efficient meshfree method based on radial basis functions (RBFs) to solve European and American option pricing problems arising in computational finance. The application of RBFs leads to system of differential equations which are then solved by a time integration \(\theta \)-method. The main difficulty in pricing the American options lies in
Kailash C. Patidar, Abdelmgid O. M. Sidahmed   +1 more
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Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put options [PDF]

Estocástica: finanzas y riesgo, 2015
En este trabajo se generan estrategias especulativas en volatilidad con opciones europeas sobre veintiún componentes del Índice de Precios y Cotizaciones (IPC) y sobre este mismo índice, bajo el supuesto de que la volatilidad del activo subyacente es conducida por un proceso GARCH-M (1,1) calibrado con datos históricos, el precio de la opción se ...
Olivares Aguayo, Héctor Alonso, Ortiz-Ramírez, Ambrosio, Bucio Pacheco, Christian   +2 more
openaire  

Non-arbitrage Pricing and Hedging Strategy for European Put Option Based on Trinomial Model

2021 5th International Conference on Software and e-Business (ICSEB), 2021
Chen Lin, Yuntian Bao, Yunzhuang He
openaire   +1 more source

Pricing a European Put Option by Numerical Methods

International Journal of Scientific and Research Publications (IJSRP), 2019
Kenneth Kiprotich Langat, George Korir Kiprop   +1 more
openaire   +1 more source

Randomization and the Equivalent European Payoff for the American Put Option

SSRN Electronic Journal, 2022
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European option pricing under multifactor uncertain volatility model

Soft Computing, 2020
Sabahat Hassanzadeh, Farshid Mehrdoust
exaly  

European Consensus Statement on Lung Cancer: risk factors and prevention. Lung Cancer Panel

Ca-A Cancer Journal for Clinicians, 1998
Hans Konrad Biesalski, Josef Köhrle, Ugo Pastorino   +2 more
exaly