Results 11 to 20 of about 265,842 (349)
International Journal of Environmental Research and Public Health, 2021 Aquaculture is an increasingly relevant sector in the exploitation of natural resources; therefore, it is appropriate to propose various models that include the fundamental variables for its economic-financial valuation from a business point of view. The
Raisa Pérez-Vas +2 more
semanticscholar +1 more source
Present value of firm in case of correlated defaults
Lietuvos Matematikos Rinkinys, 2023 In this article, the valuation of firm’s present value in case of correlated defaults is studied. We showed that the valuation of portfolio credit risk can be interpreted as a valuation of the multiple contingent option.
Mantas Valužis
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RBF approximation by partition of unity for valuation of options under exponential Lévy processes
Journal of Computer Science, 2019 The prices of European and American-style contracts on assets driven by Markov processes satisfy partial integro-differential equations (PIDEs). In particular, this holds true for assets driven by Levy processes, which are very popular in mathematical ...
Ali Fereshtian +2 more
semanticscholar +1 more source
Valuation of guaranteed annuity conversion options [PDF]
Insurance: Mathematics and Economics, 2003 The authors study unit-linked deferred annuity contracts purchased originally by a single premium. They introduce a theoretical model for the pricing and valuation of guaranteed annuity conversion options associated with certain deferred annuity pension-type contracts in UK.
Ballotta, L., Haberman, S.
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BANK VALUATION METHODS ANALYSIS: DEVELOMENT OPTIONS
Статистика и экономика, 2016 The paper considers existing businessvaluation methods. A brief description of the essence, advantages and disadvantages of each valuation method was provided.
Matvey D. Bondarenko
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Opciones reales secuenciales cuadrinomiales y volatilidad cambiante: incertidumbres tecnológicas
Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2021 Quadranomial Sequential Real Options with Changing Volatility: Technological Uncertainties The investments in biotechnologies for vaccine development characterizes by a set of sequential stages, from its development to the market launch, with multiple ...
Gastón Silverio Milanesi
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Pricing Vulnerable Options with Market Prices of Common Jump Risks under Regime-Switching Models
Discrete Dynamics in Nature and Society, 2018 This paper investigates the valuation of vulnerable European options considering the market prices of common systematic jump risks under regime-switching jump-diffusion models.
Miao Han +3 more
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Real options valuation of franchise territorial exclusivity
Cogent Business & Management, 2017 With the maturity of the franchise system, franchisors have to look for new markets to capitalize constantly. This continuing expansion comes at the expense of the existing franchise establishments, as it could lead to territorial encroachment.
Lukito Adi Nugroho
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Valuation of Real Options in Crude Oil Production
Energies, 2017 Oil producers are going through a hard period. They have a number of real options at their disposal. This paper addresses the valuation of two of them: the option to delay investment and the option to abandon a producing field. A prerequisite for this is
Luis Mª Abadie, José M. Chamorro
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Potential of the economic valuation of soil-based ecosystem services to inform sustainable soil management and policy [PDF]
PeerJ, 2020 The concept of ecosystem services, especially in combination with economic valuation, can illuminate trade-offs involved in soil management, policy and governance, and thus support decision making.
Bartosz Bartkowski +5 more
doaj +2 more sources