Results 251 to 260 of about 2,062,160 (307)
Some of the next articles are maybe not open access.

Options on the Spot and Options on Futures

The Journal of Finance, 1985
ABSTRACTThis paper analyzes and compares the valuation of two types of options that relate to the same asset: options on the asset itself and options on the futures on the asset. The early exercise privilege plays a central role in explaining the differences between the values of the two options.
Brenner, Menachem   +2 more
openaire   +1 more source

OPTION BETAS: RISK MEASURES FOR OPTIONS [PDF]

open access: possibleInternational Journal of Theoretical and Applied Finance, 2007
This paper deals with the problem of determining the correct risk measure for options in a Black–Scholes (BS) framework when time is discrete. For the purposes of hedging or testing simple asset pricing relationships previous papers used the "local", i.e., the continuous-time, BS beta as the measure of option risk even over discrete time intervals. We
NICOLE BRANGER, CHRISTIAN SCHLAG
openaire   +2 more sources

Parallel option pricing on GPU: barrier options and realized variance options

The Journal of Supercomputing, 2012
This paper shows two examples of how the analysis of option pricing problems can lead to computational methods efficiently implemented in parallel. These computational methods outperform “general purpose” methods (i.e., for example, Monte Carlo, finite differences methods).
Lorella Fatone   +4 more
openaire   +4 more sources

Options and Options Pricing

1996
Abstract The first section of this chapter discusses the basic features of option contracts, with special reference to stock options, including the way in which the contractual elements of an option (such as the maturity or exercise price) have been standardized to facilitate trading.
Hendrik S. Houthakker   +1 more
openaire   +1 more source

The cinderella options

Energy Policy, 1990
This paper examines the status of and prospects for renewable energy technologies. Wind energy is taken as an example of the negative myths which impede renewable energy developments. The paper then emphasises the great diversity in renewables: different technologies are at very different stages of development, and are suited to different countries ...
openaire   +1 more source

Education as an Option

The Journal of Business, 1981
To the student, education provides many benefits. In part, education produces human capital. By attending school and training on the job, the student acquires marketable skills, thereby sacrificing current labor income while augmenting future labor income. Among economists this concept is familiar.
Dothan, Uri, Williams, Joseph
openaire   +1 more source

LOEX Option: A Combination of Exchange Option and Lookback Option

Management Analytics and Social Insights
In this article, we consider modeling and pricing a combination of two options (Exchange option and Lookback option) that we call the LOEX option. It is a type of exotic option, or clearer, path-dependent option because its price depends on the maximum and minimum prices of the assets to be considered.
Ghasem Pour, Rajabali   +2 more
openaire   +1 more source

How Optional is “Optional” in the Extended Optional Infinitive Stage?

2000
This chapter examines the general levels of Optional Infinitive (OI) use in fourteen children with Specific Language Impairment (SLI) in comparison to their levels of OI use in particular sentence types. It aims to establish whether 01 use is a truly random option or whether the occurrence of the infinitival form is influenced by factors such as ...
Karen Brunger, Alison Henry
openaire   +1 more source

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