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What should infectious diseases clinicians know about pharmacy benefit managers and their impact on our patients? [PDF]
Antimicrob Steward Healthc EpidemiolRaja K +6 more
europepmc +1 more source
Optimizing gas entry-exit capacity utilization under uncertainty. [PDF]
Comput Manag SciMarkhorst B +3 more
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Martingalized Historical approach for Option Pricing
, 2009 Christophe Chorro +2 more
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Efficient Conservative Second-Order Central-Upwind Schemes for Option-Pricing Problems
, 2019 Omishwary Bhatoo +4 more
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The Journal of Derivatives, 2000
We have long understood that the lognormal distribution for stock returns does not adequately capture the way options are priced I the market. The existence of fat tails, a persistent implied volatility smile or skew, and other discrepancies is well-established empirically.
Ralf Korn, Elke Korn
openaire +2 more sources
We have long understood that the lognormal distribution for stock returns does not adequately capture the way options are priced I the market. The existence of fat tails, a persistent implied volatility smile or skew, and other discrepancies is well-established empirically.
Ralf Korn, Elke Korn
openaire +2 more sources
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
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
1987
Financial contracting is as old as human history. Deeds for the sale of land have been discovered that date to before 2800 bc. The Code of Hammurabi (c1800 bc) regulated, among other things, the terms of credit. Contingent contracting was also common.
openaire +1 more source
Financial contracting is as old as human history. Deeds for the sale of land have been discovered that date to before 2800 bc. The Code of Hammurabi (c1800 bc) regulated, among other things, the terms of credit. Contingent contracting was also common.
openaire +1 more source