Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps [PDF]
arXivWe investigate the valuation of the bid and ask prices for European option under the mixed fractional Brownian motion environment in the presence of superimposed jumps by an independent Poisson process.
arxiv
The valuation of American call options on the minimum of two dividend-paying assets [PDF]
, 2003 Jérôme Detemple +2 more
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Real Options Methodology in Sportswear Retail Investment Valuation
, 2000 Hairong Gui
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The Valuation of Employee Stock Options - How Good is the Standard? [PDF]
, 2003 Peter Raupach
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The valuation of American barrier options using the decomposition technique
, 2000 Bin Gao +2 more
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INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY [PDF]
, 2003 Shijie Deng, Shmuel S. Oren
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Option-Style Multi-Factor Comparable Company Valuation for Practical Use [PDF]
, 2003 Matthias Meitner
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MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS [PDF]
, 2004 Nicolai Meinshausen, Ben Hambly
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On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited
, 2001 Peter W. Carr, Michael Schröder
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