The British Asian Option [PDF]
Following the economic rationale of [7] and [8] we present a new class of Asian options where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff ...
Farman Samee +2 more
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The British Russian Option [PDF]
Following the economic rationale of [10] and [11] we present a new class of lookback options (by first studying the canonical 'Russian' variant) where the holder enjoys the early exercise feature of American options where upon his payoff (deliverable ...
Farman Samee +2 more
core
On pricing risky loans and collateralized fund obligations [PDF]
, 2009 Loan spreads are analyzed for two types of loans. The first type takes losses at maturity only; the second follows the formulation of collateralized fund obligations, with losses registered over the lifetime of the contract.
Eberlein, E. +2 more
core +3 more sources
Risk Factors in Derivatives Markets
Entrepreneurial Business and Economics Review, 2015 The objective of the article is to analyse and present the classification of risks actual to derivative securities. The analysis is based on classical and modern literature findings and analysis of newest statistical data. The analysis led to the ...
Raimonda Martinkutė-Kaulienė
doaj +1 more source
An optimal put option contract for a reverse supply chain: case of remanufacturing capacity uncertainty. [PDF]
Ann Oper Res, 2023 Bakhshi A, Heydari J.
europepmc +1 more source
Evaluation of the surrender and the minimum guaranteed rate of return options in life insurance products [PDF]
, 2011 This paper aims to value a Guaranteed Investment Contract (GIC), offered by insurance companies, with a minimum rate of return and an option to surrender the contract (surrender option) at any time before the maturity date. The valuation framework uses a
Pereira, Ricardo, Pimentel, Pedro
core
Coordination of a fresh agricultural product supply chain with option contract under cost and loss disruptions. [PDF]
PLoS One, 2021 Wan N, Li L, Wu X, Fan J.
europepmc +1 more source
Legal Analysis of the Manner of Basing Option Contracts on Suspension in Initiative [PDF]
Faṣlnāmah-i Pizhūhish-i Huqūq-i KhuṣūṣīThe Securities Market Act mentions the option contract but does not specify that contract’s base mechanism. The Stock Exchange’s Directors Board has chosen the method of "commitment to offer transaction” as the mechanism for the option contract. But this
Ahad Gholizadeh Manghutay
doaj +1 more source
ACCOUNT OPTIONS ON THE DISTRIBUTION CORRESPONDING RESULT COMMERCIAL BUILDING CONTRACTS FROM PUBLIC INSTITUTIONS IN ROMANIA [PDF]
Strategii Manageriale, 2013 Primary issue in accounting for construction contracts is the recognition of revenue and contract costs of those reporting periods in which the work was performed, hence the outcome of the contract for construction.
Cristina Otilia, TENOVICI
doaj
Mixed contracts for the newsvendor problem with real options [PDF]
In this paper we consider the newsvendor model with real options. We consider a mixed contract where the retailer can order a combination of q units subject to the conditions in a classical newsvendor contract and Q real options on the same items.
Jörnsten, Kurt +3 more
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