Results 11 to 20 of about 167,491,100 (260)

On the equivalence of floating and fixed-strike Asian options [PDF]

, 2000
There are two types of Asian options in the financial markets which differ according to the role of the average price. We give a symmetry result between the floating and fixed-strike Asian options.
Henderson, V, Wojakowski, R M
core   +4 more sources

Growth options and firm valuation [PDF]

, 2013
This paper studies the relation between firm value and a firm's growth options. We find strong empirical evidence that (average) Tobin's Q increases with firm-level volatility. However, the significance mainly comes from R&D firms, which have more growth
Weiss, Farina, Kraft, Holger, Schwartz, Eduardo S.   +2 more
core   +1 more source

The Valuation of Geothermal Power Projects in Indonesia Using Real Options Valuation

MATEC Web of Conferences, 2018
Geothermal power project should be carefully evaluated, because not only the project is large-scale and high-risk, but also huge investments are needed to make the project profitable. The purpose of this study is to evaluate and analyze the present value
Bilqist Reza A., Dachyar M., Farizal
doaj   +1 more source

The actual universe of valuation standards

Aestimum, 2013
In the actual context (with issues like as viability of the global markets, cross-border transactions, transparency in financial reporting etc.) it is a common interest for professional valuers, investors, universities, researchers etc.
Ion Anghel
doaj   +1 more source

Efficient Lattice Method for Valuing of Options with Barrier in a Regime Switching Model

Discrete Dynamics in Nature and Society, 2016
We propose an efficient lattice method for valuation of options with barrier in a regime switching model. Specifically, we extend the trinomial tree method of Yuen and Yang (2010) by calculating the local average of prices near a node of the lattice. The
Youngchul Han, Geonwoo Kim
doaj   +1 more source

Pricing and Applications of Digital Installment Options

Journal of Applied Mathematics, 2012
For its theoretical interest and strong impact on financial markets, option valuation is considered one of the cornerstones of contemporary mathematical finance.
Pierangelo Ciurlia, Andrea Gheno
doaj   +1 more source

Pricing methods for American options [PDF]

, 2003
Bibliography: leaves 89-94.This thesis is about the comparison of Pricing models for the valuation of American Options. Three classes of numerical approaches are considered.
Heimo Duvel, Duvel, Heimo
core   +1 more source

Impact of EU Sustainability Regulations on Highest and Best Use Valuation in Real Estate

Journal of Sustainable Real Estate
This paper investigates how new EU sustainability regulations, specifically the EU Taxonomy, Corporate Sustainability Reporting Directive (CSRD), Sustainable Finance Disclosure Regulation (SFDR), and Corporate Sustainability Due Diligence Directive ...
Michaël Peeters, Ali Khan, Daan Schraven, Hilde Remøy   +3 more
doaj   +1 more source

Valuation of Barrier Options with the Binomial Pricing Model

Ratio Mathematica, 2016
Derivatives are products of different nature which are becoming increasingly common in financial markets. In certain cases, determining the assessment criteria can sometimes be a difficult task.
Salvador Cruz Rambaud, Ana María Sánchez Pérez   +1 more
doaj   +1 more source

The Valuation of the Operational Flexibility of the Energy Investment Project Based on a Gas-Fired Power Plant

Energies, 2020
This paper presents an attempt to the valuation of the operational flexibility of the energy investment project based on the example of combined cycle gas turbine (CCGT).
Dominik Kryzia, Michał Kopacz, Katarzyna Kryzia   +2 more
doaj   +1 more source