Results 261 to 270 of about 1,224,076 (303)

LOEX Option: A Combination of Exchange Option and Lookback Option

Management Analytics and Social Insights
In this article, we consider modeling and pricing a combination of two options (Exchange option and Lookback option) that we call the LOEX option. It is a type of exotic option, or clearer, path-dependent option because its price depends on the maximum and minimum prices of the assets to be considered.
Ghasem Pour, Rajabali, Pourmohammad Azizi, S., Ahmad Waloo, Sajad   +2 more
openaire   +1 more source

Too Many Options? Theory and Evidence on Option Exchange Design

SSRN Electronic Journal, 2004
In this paper I propose and test a model of option exchange design when investors choose among several exchange-traded options based on a trade-off between standardization costs and liquidity/transaction costs. The model employs a spatial economics approach to provide results for the existence of markets for particular option contracts on the exchange,
openaire   +1 more source

Sequential American Exchange Property Options

The Journal of Real Estate Finance and Economics, 2007
Property development activities often occur in stages, which are appropriately modeled as sequential American exchange property options, where there are interim expenditures required in order to keep the property development options “alive”. Normally American exchange options require a numerical solution, but herein there is a new closed-form ...
openaire   +1 more source

Structure of Exchange-Traded Options Markets

1991
In this chapter, I will examine how exchange-traded options markets function. Initially, I will explain the role of the clearing house and the mechanics of margining at a typical futures and options exchange. Then, I will examine in detail the structure of four option markets that have different structures: the Philadelphia Stock Exchange, the European
openaire   +1 more source

Vulnerable power exchange options with liquidity risk

Physica A: Statistical Mechanics and its Applications
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Priya Mittal, Dharmaraja Selvamuthu
openaire   +1 more source

Bond Power Exchange Options

SSRN Electronic Journal, 2020
Lloyd P. Blenman, Alberto Bueno-Guerrero, Steven P. Clark   +2 more
openaire   +1 more source

Foreign Exchange Option Symmetry

1998
Valery A Kholodnyi, John F Price
openaire   +2 more sources

Exchange options with stochastic liquidity risk

Expert Systems With Applications, 2023
Puneet Pasricha, Xin-Jiang He
exaly  

Foreign exchange options

Journal of Futures Markets, 1983
openaire   +1 more source

Analytically pricing exchange options with stochastic liquidity and regime switching

Journal of Futures Markets, 2023
Xin-Jiang He, Sha Lin
exaly