Results 131 to 140 of about 2,937,249 (376)

Valuation of Long-Term Investments in Energy Assets under Uncertainty

open access: yesEnergies, 2009
This paper aims to contribute to the development of valuation models for long-term investments while keeping an eye on market prices. The adopted methodology is rooted on the existence of markets for futures and options on commodities related to energy ...
Luis M. Abadie
doaj   +1 more source

Analytical ramifications of derivatives valuation: Asian options and special functions [PDF]

open access: yesarXiv, 2002
Averaging problems are ubiquitous in Finance with the valuation of the so-called Asian options on arithmetic averages as their most conspicuous form. There is an abundance of numerical work on them, and their stochastic structure has been extensively studied by Yor and his school. However, the analytical structure of these problems is largely unstudied.
arxiv  

A semi-analytical approach to Canary swaptions in HJM one-factor model [PDF]

open access: yes
Leveraging the explicit formula for European swaptions and coupon-bond options in HJM one-factor model, we develop a semi-explicit formula for 2-Bermudan options (also called Canary options). We first extend the European swaption formula to future times.
Henrard Marc
core  

Demonstrating the Value of the Public Library: Economic Valuation and the Advocacy Imperative [PDF]

open access: yes, 2013
Promising developments in the field of library valuation over the last fifteen years are providing new options for demonstrating library value. Metrics-gathering has moved away from counting inputs and outputs toward measuring the value of the public ...
Micka, Tracy L.
core   +1 more source

Surfaceome: a new era in the discovery of immune evasion mechanisms of circulating tumor cells

open access: yesMolecular Oncology, EarlyView.
In the era of immunotherapies, many patients either do not respond or eventually develop resistance. We propose to pave the way for proteomic analysis of surface‐expressed proteins called surfaceome, of circulating tumor cells. This approach seeks to identify immune evasion mechanisms and discover potential therapeutic targets. Circulating tumor cells (
Doryan Masmoudi   +3 more
wiley   +1 more source

Quantum Portfolios of Observables and the Risk Neutral Valuation Model [PDF]

open access: yesarXiv, 2010
Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral valuation model for options dependent on the measured values of the observables, analogous to the traditional Black-Scholes valuation model, is obtained ...
arxiv  

Long Memory Options: LM Evidence and Simulations [PDF]

open access: yes
This paper demonstrates the impact of the observed financial market persistence or long term memory on European option valuation by simple simulation. Many empirical researchers have observed the non-Fickian degrees of persistence or long memory in the ...
Cornelis A. Los, Sutthisit Jamdee
core  

Bond Option Valuation

open access: yes, 2023
We present a pricing model for bond option. Assuming that the bond price at the maturity of the option is lognormal, the model adopts the Black’s analytical closed-form solution. both the underlying spot price of bond and the strike price are clean prices (quoted prices), while dirty prices are used in the price dynamic and the closed-form solution.
openaire   +2 more sources

Clinical applications of next‐generation sequencing‐based ctDNA analyses in breast cancer: defining treatment targets and dynamic changes during disease progression

open access: yesMolecular Oncology, EarlyView.
Circulating tumor DNA (ctDNA) offers a possibility for different applications in early and late stage breast cancer management. In early breast cancer tumor informed approaches are increasingly used for detecting molecular residual disease (MRD) and early recurrence. In advanced stage, ctDNA provides a possibility for monitoring disease progression and
Eva Valentina Klocker   +14 more
wiley   +1 more source

Response to Peter Monkhouse [PDF]

open access: yes
The regulation of infrastructure by the ACCC and other economic regulators in Australia is based around net present value estimation techniques. Recently; Monkhouse (2007) suggested that real options valuation would provide better incentives for ...
Nick Wills-Johnson
core  

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