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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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Inferring Financial Bubbles from Option Data [PDF]
SSRN Electronic Journal, 2020 SummaryFinancial bubbles arise when the underlying asset's market price deviates from its fundamental value. Unlike other bubble tests that use time series data and assume a reduced‐form price process, we infer the existence of bubbles nonparametrically using option price data.
Robert A. Jarrow, Simon S. Kwok
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Development of Innovative Tools in Global Financial Markets
Journal of Vasyl Stefanyk Precarpathian National University, 2022 The purpose of the article is to study the theoretical foundations and develop practical recommendations for improving the process of functioning financial instruments in global financial markets.
Khrystyna Danylkiv +4 more
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Journal of Finance and Data Science, 2023 Option is an important financial derivative. Accurate option pricing is essential to the development of financial markets. For option pricing, existing time series models and neural networks are difficult to extract multi-scale temporal features from ...
Luwei Lin +4 more
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Variety of double knock out barrier option for sustainable financial management
AIMS Environmental Science, 2022 Options are financial contracts that are based on an underlying security and are useful for both hedging and speculating on future market trends. New financial tools are constantly being developed for sustainable financial management.
Tapas Kumar Jana
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The Sunk Cost and the Real Option Pricing Model
Complexity, 2021 Although the academic literature on real options has grown enormously over the past three decades, hitherto an accurate real option pricing model has not been developed for investment decision analyses.
Songsong Li +2 more
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ACCOUNTING FOR OPTIONS AND ANALYSIS OF USE OF OPTION COMBINATION STRATEGIES
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2016 The article deals with problems of accounting for options in Ukraine, namely: value expression of initial cost of options, their revaluation, accounting of premiums, financial assets and financial liabilities and variation margin.
I. Derun
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A financial option perspective on energy security and strategic storage
Energy Strategy Reviews, 2019 On the whole, research into energy security falls into one of three perspectives: The political perspective, the engineering and geologic perspective, or the economic perspective emphasising market resilience. Common to these perspectives is the emphasis
Lawrence Haar, Laura N. Haar
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