Results 81 to 90 of about 1,937,997 (308)
PENENTUAN HARGA OPSI DAN NILAI HEDGE MENGGUNAKAN PERSAMAAN NON-LINEAR BLACK-SCHOLES
E-Jurnal Matematika, 2016 Option are contracts that give the right to sell and buy the asset at a price and a certain period of time. In addition investors use option as a means of hedge against asset owned.
PUTU AYU DENI +2 more
doaj +1 more source
Structural insights and therapeutic targets in Acinetobacter baumannii capsule biosynthesis
FEBS Letters, EarlyView.Hypervirulent KL49 A. baumannii's capsular polysaccharide contains the nonulosonic acid 8‐epi‐Leg5,7Ac2, synthesized by epimerization via ElaA, ElaB, and ElaC. Crystal structures of ElaA, ElaB, and ElaC reveal their role in CMP‐Leg5,7Ac2 synthesis and regioselective C8 epimerization.
Woo Cheol Lee +7 more
wiley +1 more source
Option Pricing Under the Variance Gamma Process [PDF]
In this dissertation we price European and American vanilla and barrier options assuming that the underlying follows the variance gamma process. We solve numerically the problem implementing a finite difference algorithm and we present numerical ...
Fiorani, Filo
core
Valuation of Real Options in Crude Oil Production
Energies, 2017 Oil producers are going through a hard period. They have a number of real options at their disposal. This paper addresses the valuation of two of them: the option to delay investment and the option to abandon a producing field. A prerequisite for this is
Luis Mª Abadie, José M. Chamorro
doaj +1 more source
Modelling stem cell differentiation related processes—A practical overview for biologists
FEBS Letters, EarlyView.Stem cell differentiation is complex and difficult to control experimentally. This review introduces suitable computational modelling approaches that can support stem cell research, from mechanistic ODE and abstract models to multiscale and deep learning methods.
Ricco Zeegelaar +4 more
wiley +1 more source
Managing Option Fragility [PDF]
We analyze and explore option fragility, the notion that option incentives are fragile due to their non-linear payoff structure. Option incentives become weaker as options fall underwater, leading to pressures to reprice options or restore incentives ...
Brian J. Hall, Thomas A. Knox
core
GARCH option pricing under skew. [PDF]
This article is an empirical study dedicated to the GARCH Option pricing model of Duan (1995) applied to the FTSE 100 European style options for various maturities.
Aboura, Sofiane
core +2 more sources
The Pricing of the American Option
The Annals of Applied Probability, 1992 The author gives a survey on the valuation problem for American options based on a risky asset which is modelled as a geometric Brownian motion. The fact that American options --- by definition --- can be exercised at any time up to a fixed maturity \(T\) makes the pricing problem more difficult than that for European options.
openaire +2 more sources
Options and Options Pricing Models
, 2017 An option is a contract between two parties, the buyer and seller. The buyer purchases from the seller the right but not the obligation to buy or sell an asset at a fixed price in a given time frame. The buyer has to pay the seller a fee (premium) for the purchase of the option.
Mostafa, F, Dillon, T, Chang, E
openaire +2 more sources
Design and analysis strategies for robust microbiome ageing research
FEBS Letters, EarlyView.The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik +5 more
wiley +1 more source