Results 311 to 320 of about 249,987 (395)

Implementing Carbon Capture and Storage in the United Kingdom: Estimating Willingness to Pay through a Contingent Valuation Survey. [PDF]

Environ Manage
Waring T, Longo A.
europepmc   +1 more source

The need to consider market access for pharmaceutical investment decisions: a primer. [PDF]

J Comp Eff Res
Ramagopalan SV, Bacon C, Walker M, Ryan ML.   +3 more
europepmc   +1 more source

Do goldfish like to be informed? [PDF]

Proc Biol Sci
Ajuwon V, Monteiro T, Walton ME, Kacelnik A.   +3 more
europepmc   +1 more source

Economic valuation of a holistic rewilding approach in multifunctional landscapes: Evidence from the German Oder Delta. [PDF]

Ambio
Massenberg JR.
europepmc   +1 more source

Health care provider payment schemes and their changes since 2010 across nine Central and Eastern European countries - a comparative analysis.

Health Policy
Ndayishimiye C, Tambor M, Behmane D, Dimova A, Dūdele A, Džakula A, Erasti B, Gaál P, Habicht T, Hroboň P, Murauskienė L, Palicz T, Scîntee SG, Šlegerová L, Vladescu C, Dubas-Jakóbczyk K.   +15 more
europepmc   +1 more source

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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   +3 more sources

The Valuation of Options on Futures Contracts

The Journal of Finance, 1985
ABSTRACTRational restrictions are derived for the values of American options on futures contracts. For these options, the optimal policy, in general, involves premature exercise. A model is developed for valuing options on futures contracts in a constant interest rate setting.
Ramaswamy, Krishna, Sundaresan, Suresh M
openaire   +3 more sources

Noncommutative Valuation of Options

Reports on Mathematical Physics, 2016
The aim of this note is to show that the classical results in finance theory for pricing of derivatives, given by making use of the replication principle , can be extended to the noncommutative world. We believe that this could be of interest in quantum probability. The main result called the First fundamental theorem of asset pricing , states that a
E. Herscovich
openaire   +4 more sources