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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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Evaluating the Financial Implications of Employee Stock Option Plans: Costs and Benefits for Financial Institutions [PDF]
Revista de Studii FinanciareThis research investigates the costs and benefits associated with the Employee Stock Option Plan (ESOP) as a non-salary benefit package aimed at motivating and retaining employees within financial institutions. The study highlights that while ESOPs incur
Camil Ciprian Cîrnu
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Valuation Perspectives and Decompositions for Variable Annuities with GMWB riders [PDF]
, 2013 The guaranteed minimum withdrawal benefit (GMWB) rider, as an add on to a variable annuity (VA), guarantees the return of premiums in the form of peri- odic withdrawals while allowing policyholders to participate fully in any market gains.
Hyndman, Cody B., Wenger, Menachem
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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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The Application of Symbolic Regression on Identifying Implied Volatility Surface
Mathematics, 2023 One important parameter in the Black–Scholes option pricing model is the implied volatility. Implied volatility surface (IVS) is an important concept in finance that describes the variation of implied volatility across option strike price and time to ...
Jiayi Luo, Cindy Long Yu
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Russian company investment project valuation with the built-in abandon option
Путеводитель предпринимателя, 2020 This paper is dedicated to development of models and numerical methods for evaluating investment projects of Russian companies using the real options model. In the current economic conditions, it is highly necessary to properly reflect the flexibility of
D. V. Vorotnikova +2 more
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Investment opportunities as real options [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2005 Opportunity (optional) approach to capital investment appraisal represents, completely new theoretical and methodological framework for investment analysis.
Adnan Rovčanin
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Investigating Levy's model in financial series prediction(case of vanilla option) [PDF]
Mathematics and Modeling in FinanceIn recent years, there has been growing interest in the application of stochastic processes to model financial markets, particularly in the pricing and prediction of derivative instruments such as options. One of the more advanced models that has emerged
Seyed Jalal Tabatabaei
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Financial Derivatives - Option Trade
, 2023 ABSTRACT: This article will give a general review of options trading and examine how they may be utilized as a powerful tool for risk management. Due to this, topics such different kinds of options, trading tactics, and dangers involved in trading options are being discussed as well as the advantages of trading options and how to use them as a risk ...
Jahn, Patrick +2 more
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