Results 51 to 60 of about 799,347 (206)
Sustainable ferry leasing strategies: the option contract perspective
Frontiers in Marine ScienceFerry demand fluctuates unpredictably across different seasons and holidays, posing significant scheduling challenges for operators and resulting in high operating costs and increased carbon emissions.
Huibing Cheng +5 more
doaj +1 more source
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market [PDF]
The Chicago Board of Trade Treasury Bond Futures Contract allows the short position several delivery options as to when and with which bond the contract will be settled.
Alan J. Marcus, Alex Kane
core
On the Timing Option in a Futures Contract [PDF]
The timing option embedded in a futures contract allows the short position to decide when to deliver the underlying asset during the last month of the contract period.
Biagini, Francesca, Björk, Tomas
core
Exit Options in Incomplete Contracts with Asymmetric Information [PDF]
, 2008 This paper analyzes bilateral contracting in an environment with contractual incompleteness and asymmetric information. One party (the seller) makes an unverifiable quality choice and the other party (the buyer) has private information about its ...
Bester, Helmut, Krähmer, Daniel
core +7 more sources
On the future contract quality option: a new look. [PDF]
This article provides a new method for replicating and pricing the quality options usually embedded in many future contracts. The replicating strategies may draw on both the future contract as well as its related calls and puts.
Balbás, Alejandro, Reichardt, Susana
core +3 more sources
Tec Empresarial, 2012 Un entorno cada vez más dinámico y evolutivo ha dado paso al surgimiento y, por ende, al uso cada vez más frecuente de instrumentos financieros cuya flexibilidad y capacidad de ajuste a las condiciones de mercado permitan a las personas y empresas lograr
Vernor Mesén Figueroa
doaj
Optimal Contract Design with Unilateral Market Option [PDF]
Contrary to previous literature, we show that the assignment of authority decision matters in optimal contract design with bilateral specific self-investments.
Antonio Nicita, Simone Sepe
core
Weather Risk Management in Agriculture
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016 The paper focuses on valuation of a weather derivative with payoffs depending on temperature. We use historical data from the weather station in the Slovak town Košice to obtain unique prices of option contracts in an incomplete market.
Martina Bobriková
doaj +1 more source
Mechanism Design with Renegotiation and Costly Messages [PDF]
, 2006 The paper studies a general model of hold-up in a setting encompassing the models of Segal (1999) and Che and Hausch (1999) among others. It is shown that if renegotiation is modelled as an infinite-horizon non-cooperative bargaining game then, with a ...
Evans, Robert
core +2 more sources
Basic characteristics of option contracts and options
Zbornik Pravnog fakulteta u Zagrebu, 2007 Prikazuju se temeljna pravna obilježja i pravna priroda opcijskih ugovora i ...
Štajfer, Josip, Slakoper, Zvonimir
openaire