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Economics and Business Review, 2020 In this paper an extension of the well-known binomial approach to option pricing is presented. The classical question is: What is the price of an option on the risky asset?
Bieta Volker, Broll Udo, Siebe Wilfried
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On the range of options prices [PDF]
Finance and Stochastics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eberlein, Ernst, Jacod, Jean
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Approximate Option Pricing [PDF]
Algorithmica, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chalasani, P., Saias, I., Jha, S.
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An Analytic Study on the Possibility of Price Reduction in Iran’s Legal System [PDF]
پژوهشنامه حقوق اسلامی, 2016 The topic of this article is study on the possibility of applying of the rule of price reduction, as one of the buyer’s rights, in Iran’s legal system. Aforementioned rule, was predicted in article 50 of the convention on the international sale of goods (
Ali Eslamipanah +2 more
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Equilibrium pricing bounds on option prices [PDF]
Mathematics and Financial Economics, 2007 We consider the problem of valuing European options in a complete market but with incomplete data. Typically, when the underlying asset dynamics is not specified, the martingale probability measure is unknown. Given a consensus on the actual distribution of the underlying price at maturity, we derive an upper bound on the call option price by putting ...
Marie Chazal, Elyes Jouini
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PRICING OF CALL OPTIONS USING THE QUASI MONTE CARLO METHOD
Barekeng, 2023 A call option is a type of option that grants the option holder the right to buy an asset at a specified price within a specified period of time. Determining the option price period of time within a certain period of time is the most important part of ...
Indah Oktaviani +2 more
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Pricing Cryptocurrency Options [PDF]
, 2020 Cryptocurrencies, especially Bitcoin (BTC), which comprise a new digital asset class, have drawn extraordinary worldwide attention. The characteristics of the cryptocurrency/BTC include a high level of speculation, extreme volatility and price discontinuity.
Hou, Ai Jun +3 more
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Relativistic Option Pricing [PDF]
International Journal of Financial Studies, 2021 The change of information near light speed, advances in high-speed trading, spatial arbitrage strategies and foreseen space exploration, suggest the need to consider the effects of the theory of relativity in finance models. Time and space, under certain circumstances, are not dissociated and can no longer be interpreted as Euclidean.
Vitor H. Carvalho, Raquel M. Gaspar
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Assessment of option price volatility
Mokslas: Lietuvos Ateitis, 2020 Financial derivatives are becoming increasingly popular on a daily basis. As markets become more unpredictable, companies and individual investors are increasingly using these tools to manage risk, leverage, and increase investment returns.
Viktorija Sodaunykaitė +1 more
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Price risk management in the wheat market using option strategies [PDF]
Ekonomika Poljoprivrede (1979), 2021 Recently, the agricultural business is displayed a greater amount of risk because of price volatility growth. Consequently, it is necessary to have knowledge of how to regulate the risk of price fluctuations.
Bobriková Martina
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