Results 291 to 300 of about 241,664 (350)

Experience-based risk taking is primarily shaped by prior learning rather than by decision-making. [PDF]

open access: yesNat Commun
Erdman A   +6 more
europepmc   +1 more source

The Monetary Value of a Statistical Life in the Context of Atherosclerotic Cardiovascular Disease. [PDF]

open access: yesPharmacoeconomics
Martínez-Pérez JE   +3 more
europepmc   +1 more source

Reconciling ecosystem service supply-demand mismatches through ecological compensation in the Tibetan plateau. [PDF]

open access: yesCarbon Balance Manag
Yao W   +10 more
europepmc   +1 more source

Valuation of bitcoin options

Journal of Futures Markets, 2021
AbstractWe propose an equilibrium valuation model for bitcoin options by extending Cao. Bitcoin is interpreted as a foreign currency in a small open economy where money supply and aggregate dividend are exogenous. The equilibrium bitcoin prices increase with diffusive and jump risks of these two exogenous factors. Analytical option pricing formulas are
Melanie Cao, Batur Celik
openaire   +2 more sources

Seasonality and the valuation of commodity options [PDF]

open access: possibleJournal of Banking & Finance, 2011
Price movements in many commodity markets exhibit significant seasonal patterns. In this paper, we study the effects of seasonal volatility on models' option pricing performance. In terms of options pricing, a deterministic seasonal component at the price level can be neglected.
Janis Back   +3 more
openaire   +3 more sources

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