Results 231 to 240 of about 40,583 (252)

ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS

Mathematical Finance, 1992
Peter Carr
exaly  

A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options

Applied Numerical Mathematics, 2020
Pradip Roul
exaly  

Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium

Management Science, 2003
Alfredo Ibañez
exaly  

Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas

Energy Policy, 2015
Hayette Gatfaoui
exaly  

The British Put Option

Applied Mathematical Finance, 2011
Goran Peskir
exaly  

A relief supplies purchasing model based on a put option contract

Computers and Industrial Engineering, 2019
Zhongquan Hu
exaly  

Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put options

Estocástica: Finanzas y Riesgo, 2015
Héctor Alonso Olivares Aguayo, Ambrosio Ortiz Ramírez, Christian Bucio Pacheco   +2 more
openaire   +1 more source

Value of a put option to the risk-averse newsvendor

IIE Transactions, 2007
Frank Chen, Mahmut Parlar
exaly  

Supply chain management using put option contracts with information asymmetry

International Journal of Production Research, 2019
Preetam Basu, Jan Stallaert
exaly  

Joint order and pricing decisions for fresh produce with put option contracts

Journal of the Operational Research Society, 2018
Xu Chen
exaly