Results 81 to 90 of about 4,091,803 (342)
Stock prices close to the barrier: discrete knock-out options
, 2023 openThis thesis explores discrete knock-out options, a distinctive class of financial derivatives, with a particular focus on their behavior near the barrier.
LIBERALE, MATTIA
core
New Onset of Fibromyalgia After Exposure to a Combat Environment: A Longitudinal Cohort Study
Arthritis Care &Research, EarlyView.Objective Traumatic life events are hypothesized to be triggers for the onset of fibromyalgia. Posttraumatic stress disorder (PTSD) is a common comorbidity of fibromyalgia. However, limited prospective data are available on the development of fibromyalgia after exposure to high‐magnitude stress.
Jay B. Higgs +15 more
wiley +1 more source
Valuing American Style Options by Least Squares Methods [PDF]
We investigate the finite sample performance of some recent Monte Carlo estimators under different market scenarios. We find that the accuracy and efficiency of these estimators are remarkable, even when more exotic financial instruments are considered ...
Mario Cerrato, Kan Kwok Cheung
core
Methodological and Practical Problems of Real Option Valuations
Contemporary Economics, 2007 The article deals with the problem of application the financial options valuation theory into the real options valuation. It consists three parts. The first one presents the methodology background of the financial option valuation models. This part gives
Paweł Mielcarz
doaj
Stock Hedging Using Strangle Strategy on Vanilla Options and Capped Options
Jurnal Akuntansi dan KeuanganThe financial market often experiences unexpected fluctuations that can impact stock values. Therefore, investors require hedging strategies to protect their investment values from unwanted price fluctuations.
Donny Citra Lesmana +6 more
doaj +1 more source
The Effects of Accounting Treatment and Financial Crisis on the Stock Option Plans of Italian Companies [PDF]
Economic and Business Review, 2014 Many studies state that favourable accounting treatment has been one of the main reasons behind employee stock options. In addition, stock options have recently been the target of growing criticism with a possible influence on incentive effectiveness and
Francesco Avallone +2 more
doaj
Real Options and Interactions with Financial Flexibility
Financial Management, 1993 This article serves two main purposes. First, it aims to provide a comprehensive overview of the existing real options literature and applications, as well as to present practically useful principles for quantifying the value of various real options.
openaire +2 more sources
Exchange Options Under Jump-Diffusion Dynamics [PDF]
Margrabe provides a pricing formula for an exchange option where the distributions of both stock prices are log-normal with correlated Wiener components.
Carl Chiarella, Gerald H. L. Cheang
core
Arthritis Care &Research, EarlyView.Objective To support high‐quality, patient‐centered care for systemic lupus erythematosus (SLE), the American College of Rheumatology (ACR) developed evidence‐based measures incorporating clinical and patient‐reported outcome measures (PROMs). Using the Consolidated Framework for Implementation Research (CFIR), we conducted semistructured interviews ...
Catherine Nasrallah +13 more
wiley +1 more source
Pricing Asian options in financial markets using Mellin transforms
Electronic Journal of Differential Equations, 2014 We derived an expression for the floating strike put arithmetic asian options in financial market when the asset is driven by the generalized Barndorff-Nielsen and Shephard model with stochastic volatility.
Indranil SenGupta
doaj