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Contract Design: Financial Options and Risk [PDF]
International Journal of Integrated Care, 2018 Introduction: Integrated care systems as well as accountable care organisations (ACOs) in the US and similar concepts in other countries are advocated as an effective method of improving the performance of healthcare systems.
Axel C. Mühlbacher +2 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
Bieta, Volker +3 more
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Financial Innovation of Mass Destruction—The Story of a Countrywide FX Options Debacle
Risks, 2022 Astonishingly little attention has been paid in academic literature to the 2008–2009 foreign exchange (FX) options debacle in Poland, the scale of which was unheard of.
Anna Sławik +1 more
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Estimating Market Expectations for Portfolio Selection Using Penalized Statistical Models
Revista Científica, 2020 The portfolio selection problem can be viewed as an optimization problem that maximizes the risk–return relationship. It consists of a number of elements, such as an objective function, decision variables and input parameters, which are used to predict ...
Carlos Felipe Valencia-Arboleda +1 more
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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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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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South African Journal of Economic and Management Sciences, 2014 South Africa, as an upper middle-income, resource-intensive developing country with an open economy, has to find innovative ways to combat poverty, promote economic growth and reduce the intensity of resource use, simultaneously.
JH Van Heerden +9 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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FORWARD, FUTURE AND OPTIONS ON STOCK EXCHANGE MARKET [PDF]
Journal of Process Management and New Technologies, 2016 The main motive of the formation and use of forward contracts and futures, and options, was certainly profit. Making financial markets more efficient, in terms of expanding the range of available financial instruments and reduction in transaction costs,
Ljiljana Stošić Mihajlović +1 more
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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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