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Use of put options as insurance [PDF]
, 2011 An important question in insurance is the amount of coverage to purchase. A standard microeconomic model for insurance shows that full insurance is optimal. I present a different model where the decision variable is the number of put options and show that full insurance is still optimal, but the number of put options required to achieve this is larger ...
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Pricing American put options model with application to oil options
International Journal of Computing Science and Mathematics, 2023Imane Agmour +3 more
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Applications in Finance: American Put Options
2012The homotopy analysis method (HAM) is successfully combined with the Laplace transform to solve the famous American put option equation in finance. Unlike asymptotic and/or perturbation formulas that are often valid only a couple of days or weeks prior to expiry, our homotopy approximation of the optimal exercise boundary B(ι) in polynomials of \(\sqrt
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A relief supplies purchasing model based on a put option contract
Computers and Industrial Engineering, 2019Zhongquan Hu
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Value of a put option to the risk-averse newsvendor
IIE Transactions, 2007Frank Chen, Mahmut Parlar
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Supply chain management using put option contracts with information asymmetry
International Journal of Production Research, 2019Preetam Basu, Jan Stallaert
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