Results 211 to 220 of about 1,442,063 (269)
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Options on the Spot and Options on Futures
The Journal of Finance, 1985ABSTRACTThis paper analyzes and compares the valuation of two types of options that relate to the same asset: options on the asset itself and options on the futures on the asset. The early exercise privilege plays a central role in explaining the differences between the values of the two options.
Brenner, Menachem +2 more
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OPTION BETAS: RISK MEASURES FOR OPTIONS [PDF]
International Journal of Theoretical and Applied Finance, 2007 This paper deals with the problem of determining the correct risk measure for options in a Black–Scholes (BS) framework when time is discrete. For the purposes of hedging or testing simple asset pricing relationships previous papers used the "local", i.e., the continuous-time, BS beta as the measure of option risk even over discrete time intervals. We
NICOLE BRANGER, CHRISTIAN SCHLAG
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Parallel option pricing on GPU: barrier options and realized variance options
The Journal of Supercomputing, 2012This paper shows two examples of how the analysis of option pricing problems can lead to computational methods efficiently implemented in parallel. These computational methods outperform “general purpose” methods (i.e., for example, Monte Carlo, finite differences methods).
Lorella Fatone +4 more
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Energy Policy, 1990
This paper examines the status of and prospects for renewable energy technologies. Wind energy is taken as an example of the negative myths which impede renewable energy developments. The paper then emphasises the great diversity in renewables: different technologies are at very different stages of development, and are suited to different countries ...
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This paper examines the status of and prospects for renewable energy technologies. Wind energy is taken as an example of the negative myths which impede renewable energy developments. The paper then emphasises the great diversity in renewables: different technologies are at very different stages of development, and are suited to different countries ...
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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
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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
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Critical Care Clinics, 2018
Noninvasive ventilation (NIV) has assumed a central role in the treatment of selected patients with acute respiratory failure due to exacerbated chronic obstructive pulmonary disease or acute cardiogenic pulmonary edema. Recent advances in the understanding of physiologic aspects of NIV application through different interfaces and ventilator settings ...
Giuseppe, Bello +3 more
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Noninvasive ventilation (NIV) has assumed a central role in the treatment of selected patients with acute respiratory failure due to exacerbated chronic obstructive pulmonary disease or acute cardiogenic pulmonary edema. Recent advances in the understanding of physiologic aspects of NIV application through different interfaces and ventilator settings ...
Giuseppe, Bello +3 more
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2023
Chapter 3 reflects on the “preferential option for” within the context of privilege and the culture wars in the United States of America. María Teresa Dávila proposes a Latino/a cartographic turn that interrupts and decenters dominant individualistic anthropologies that too often result in violence, arguing instead for a communal anthropology capable ...
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Chapter 3 reflects on the “preferential option for” within the context of privilege and the culture wars in the United States of America. María Teresa Dávila proposes a Latino/a cartographic turn that interrupts and decenters dominant individualistic anthropologies that too often result in violence, arguing instead for a communal anthropology capable ...
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How Optional is “Optional” in the Extended Optional Infinitive Stage?
2000This chapter examines the general levels of Optional Infinitive (OI) use in fourteen children with Specific Language Impairment (SLI) in comparison to their levels of OI use in particular sentence types. It aims to establish whether 01 use is a truly random option or whether the occurrence of the infinitival form is influenced by factors such as ...
Karen Brunger, Alison Henry
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Computational Mathematics and Modeling, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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SSRN Electronic Journal, 2000
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