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Simulating the non-Hermitian dynamics of financial option pricing with quantum computers [PDF]
Scientific ReportsThe Schrödinger equation describes how quantum states evolve according to the Hamiltonian of the system. For physical systems, we have it that the Hamiltonian must be a Hermitian operator to ensure unitary dynamics.
Swagat Kumar, Colin Michael Wilmott
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Black-Scholes Flexibility of European Companies in the Digital Age [PDF]
SHS Web of Conferences, 2021 Research background: “How much is flexibility worth?” This question is the title of one of almost countless contributions. In these, procedures are discussed with which existing room for manoeuvres in corporate management can be quantitatively mapped ...
Uzik Martin, Runge Christopher
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Options contracts from an Islamic perspective
Darulfunun Ilahiyat, 2022 Option contracts are an essential financial derivatives tool as they have opened the way for investors to hedge against risks in an environment characterized by risk and uncertainty. Options also enable investors to speculate based on financial leverage.
Eşref Devabe
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Financial reporting fraud and CEO pay-performance incentives
Journal of Management Science and Engineering, 2021 Because prior studies find mixed results on the relation between CEOs’ pay performance incentives and a firm’s likelihood of financial reporting fraud, we restudy their relationship using innovative research methods.
Dong Chen, Feng Wang, Cunyu Xing
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Financial option insurance [PDF]
Risk Management, 2017 The option is a financial derivative, which is regularly employed in reducing the risk of its underlying securities. However, investing in option is still risky. Such risk becomes much severer for speculators who utilize option as a means of leverage to increase their potential returns.
Wang, Qi-Wen, Shu, Jian-Jun
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Liquidity of financial options on GARCH option pricing in AMEX option market [PDF]
Banks and Bank Systems, 2017 Han-Ching Huang +2 more
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Financial Engineering With Options and Its Implementation for Issuing of New Financial Innovations [PDF]
Montenegrin Journal of Economics, 2017 Purpose: The purpose of the paper is to focus on innovative structured products − investment certificates. The paper shows the creation techniques of a new discount basket certificate using two-asset correlation options, which play the central role in
Martina Bobriková, Monika Harčariková
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Distributed Least-Squares Monte Carlo for American Option Pricing
Risks, 2023 Option pricing is an important research field in financial markets, and the American option is a common financial derivative. Fast and accurate pricing solutions are critical to the stability and development of the market.
Lu Xiong +3 more
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Strategic Pricing of Financial Options [PDF]
SSRN Electronic Journal, 2010 The mainstream model of option pricing is based on an exogenously given process of price movements. The implication of this assumption is that price movements are not affected by actions of market participants. However, if we assume that there are indeed impacts on the price movements it no longer possible to apply the standard pricing models.
Bieta, Volker +3 more
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Some Aspects Regarding Banking Risk Management [PDF]
Theoretical and Applied Economics, 2006 The financial and banking market is presently right in the middle of a developing and consolidating process. The banks are those institutions which can guarantee the financing for economic projects, generally speaking and particularly for the investment ...
Lavinia Vasile
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