Results 11 to 20 of about 133,645 (263)
A note on a barrier exchange option: The world's simplest option formula? [PDF]
Finance Research Letters, 2006 Abstract The paper analyzes a barrier exchange option that is knocked out the first time the two underlying assets have identical market values. Under rather general conditions regarding the price processes for the underlying assets, probably the world's simplest option pricing formula is derived.
Lindset, Snorre, Persson, Svein-Arne
openaire +3 more sources
Plasma Exchange as a Rescue Therapy for Acute Liver Failure [PDF]
Journal of Clinical and Diagnostic Research, 2021 Acute Liver Failure (ALF) is a life-threatening condition and often necessitates Liver Transplantation (LT). However, LT is not available to most patients in developing countries due to resource constraints.
Nupur B Patel +3 more
doaj +1 more source
Entropic Dynamics of Exchange Rates and Options [PDF]
Entropy, 2019 An Entropic Dynamics of exchange rates is laid down to model the dynamics of foreign exchange rates, FX, and European Options on FX. The main objective is to represent an alternative framework to model dynamics. Entropic inference is an inductive inference framework equipped with proper tools to handle situations where incomplete information is ...
Mohammad Abedi, Daniel Bartolomeo
openaire +4 more sources
Triangular divergence-based VIKOR method applied in a q-Rung orthopair fuzzy setting for health insurance plan selection [PDF]
Journal of Fuzzy Extension and ApplicationsSelecting the best health insurance plan is a crucial choice, as it directly impacts both financial stability and access to quality healthcare. This process involves weighing several factors, such as coverage, cost, provider network, and customer ...
Mijanur Rahaman Seikh, Arpita Dey
doaj +1 more source
Option volume and stock returns: evidence from single stock options on the Korea Exchange [PDF]
Seonmul yeongu, 2021 Informed traders may prefer the options market to the stock market for reasons including the leverage effect, transaction costs, restrictions on short sale.
Mincheol Woo, Meong Ae Kim
doaj +1 more source
A comprehensive Python tool for interval valued bipolar Neutro-sophic sets and operations [PDF]
Journal of Fuzzy Extension and ApplicationsThe increasing prominence of single-valued neutrosophic sets (SVNSs) and interval-valued neutrosophic sets (IVNSs) among researchers has propelled their adoption in diverse real-world applications.
Pranesh Prakash +3 more
doaj +1 more source
Investor Sentiment Index and Option Price Volatility Based on MIDAS Model: Evidence from China [PDF]
SHS Web of Conferences, 2021 The paper selects the transaction data of the option market and network data from June 1, 2015 to February 2, 2018. The principal component analysis is adopted to construct investor sentiment index.
Xiao Haiyan, Hao Yingxin, Wu Sirong
doaj +1 more source
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options [PDF]
European Financial Management, 2007 Abstract Since 1998, large investment banks have become active as issuers of options, generally referred to as call warrants or bank‐issued options. This has led to an interesting situation in the Netherlands, where simultaneously call warrants are traded on the stock exchange, and long‐term call options are traded on the options exchange. Both entitle
ter Horst, Jenke, Veld, Chris
openaire +3 more sources
BALANCED MODEL OF EXCHANGE OPTION PRICE
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 The article suggests a new approach to finding a theoretical price (value) of exchange option. In contrast to Black-Shows and binominal models the balanced model is deduced from balanced interests of both parties of economic relation. For short-term time
Vladimir A. Galanov
doaj +1 more source
Acta Universitatis Lodziensis. Folia Oeconomica, 2023 The article concerns the generalised Cox‑Ross‑Rubinstein (CRR) option pricing model with new formulas for changes in upper and lower stock prices. The formula for option pricing in this model, which is the Black‑Scholes type formula, and its asymptotics ...
Emilia Fraszka-Sobczyk
doaj +1 more source