Results 271 to 280 of about 250,820 (303)
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Valuation of Multidimensional Bermudan Options
2009Multi-dimensional option pricing becomes an important topic in financial markets (Franke et al., 2008). Among which, the American-type derivative (e.g. the Bermudan option) pricing is a challenging problem. Unlike the European options which can only be exercised on the expiration date, the owner of a Bermudan option has the right to exercise early on a
Shih-Feng Huang, Meihui Guo
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VALUATION OF EVENT‐CONTINGENT OPTIONS
Journal of Financial Research, 2006AbstractI study a new class of investment options, event‐contingent options. These are options to invest and divest in projects that are dependent on other projects of the same firm or that are conditioned by projects of other firms in its value chain.
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Binomial valuation of lookback options
Journal of Economic Dynamics and Control, 2000zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Valuation of Stock Options
The Journal of Financial and Quantitative Analysis, 1967There is little question that stock options have value, but there is considerable question as to how stock options should be valued. Persons studying the valuation question and writing in business periodicals have tied the value of the stock option to the expected or the actual appreciation in the value of the stock.
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The Valuation of American Put Options
The Journal of Finance, 1977Brennan, Michael J, Schwartz, Eduardo S
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Valuation of commodity-based swing options
The Journal of Energy Markets, 2010Gernhard, Jochen +2 more
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Spinal Extradural Metastasis: Review of Current Treatment Options
Ca-A Cancer Journal for Clinicians, 2008Ronald H M A Bartels +2 more
exaly
Valuation of power swing options
The Journal of Energy Markets, 2013Nadi Serhan Aydın, Martin Rainer
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