Results 281 to 290 of about 22,046 (316)
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Financial Analysts Journal, 1977
HE May/June 1977 issue of Financial Analysts Journal presented a novel method for valuing options by using nomograms.' Nomograms allow one to obtain the value of any option, the position in the underlying stock that will neutralize the option's risk and the probability that it will pay to exercise the option at its maturityall without undertaking any ...
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HE May/June 1977 issue of Financial Analysts Journal presented a novel method for valuing options by using nomograms.' Nomograms allow one to obtain the value of any option, the position in the underlying stock that will neutralize the option's risk and the probability that it will pay to exercise the option at its maturityall without undertaking any ...
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The Valuation of American Put Options
The Journal of Finance, 1977Brennan, Michael J, Schwartz, Eduardo S
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2004
This chapter deals with the pricing of certain types of exotic options, called “power options” and “powered options”. The special feature of these contracts is that, compared with plain vanilla options, in the first case the stock price in the payoff function is replaced by the stock price raised to some power, and in the latter case the option payoff ...
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This chapter deals with the pricing of certain types of exotic options, called “power options” and “powered options”. The special feature of these contracts is that, compared with plain vanilla options, in the first case the stock price in the payoff function is replaced by the stock price raised to some power, and in the latter case the option payoff ...
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Multi-stage compound real options valuation in residential PV-Battery investment
Energy, 2020Archie C Chapman, Gregor Verbic
exaly
The Valuation of American Options for a Class of Diffusion Processes
Management Science, 2002Jérôme Detemple, Weidong Tian
exaly