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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
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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
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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
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, 2022 Touch FX options include One-Touch Up, One-Touch Down and Double One Touch with rebate paid at expiry, and No Touch Up, No Touch Down, and Double No Touch.
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Review of modern numerical methods for a simple vanilla option pricing problem [PDF]
, 2018 Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model.
Holčapek, Michal +4 more
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Real Option Valuation with Stochastic Interest Rate and Stochastic Volatility
Matematika, 2019 . Real options are one of the most interesting research topics in Finance since 1977 Stewart C. Myers from MIT Sloan School of Management published his pioneering article on this subject in the Journal of Financial Economics.
Ramdhan Fazrianto Suwarman
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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 +2 more
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Valuation of Wind Energy Projects: A Real Options Approach
Energies, 2014 We address the valuation of an operating wind farm and the finite-lived option to invest in it under different reward/support schemes: a constant feed-in tariff, a premium on top of the electricity market price (either a fixed premium or a variable ...
Luis M. Abadie, José M. Chamorro
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Valuation of Inventories Considering the Fair Value Options [PDF]
Annals of the University of Oradea: Economic Science, 2008 Our paper represents a pleading for fair value in the specific case of valuating inventories. The real significance and implications of fair value can only be seen after analyzing the topic from different points of view concerning all involved actors ...
Deaconu Adela, Bonaci Carmen, Popa Ioan
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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 +1 more
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