Results 241 to 250 of about 1,224,076 (303)

Optioneering in Nuclear Ion Exchange Resin Disposal

open access: yesProgress in Nuclear Energy
C.M. Atkinson   +6 more
openaire   +1 more source

Power exchange options

Finance Research Letters, 2005
Abstract In this paper we present pricing results for an option to exchange the value of one asset raised to a power ( S 1 α 1 ) for the value of another asset raised to a power ( S 2 α 2 ). We refer to such options as power exchange options since they simultaneously generalize results for both the Fischer–Margrabe-type option ...
Lloyd P. Blenman, Steven P. Clark
openaire   +3 more sources

Parisian exchange options

Quantitative Finance, 2011
The option to exchange one asset for another is one of the oldest and one of the most popular exotic options. In the present article, we extend the existing literature on options to Parisian exchange options, i.e. the option to exchange one asset for the other contingent on the occurrence of the Parisian time.
An Chen, Michael Suchanecki
openaire   +3 more sources

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