Results 311 to 320 of about 262,960 (395)

Neural signatures of harm aversion predict later willingness to exert effort for others’ rewards

Contreras-Huerta LS, Yu H, Prosser AMB, Lockwood PL, Rojas-Thomas F, Crockett MJ, Apps MA.   +6 more
europepmc   +1 more source

A causal role of the human temporoparietal junction in computing social influence during goal-directed learning

Zhang L.
europepmc   +1 more source

Acute stress reduces risk-aversion by changing magnitude perception

Renkert MF, de Hollander G, Aydogan G, Bedi S, Forbes P, Lamm C, Ruff CC.   +6 more
europepmc   +1 more source

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Noncommutative Valuation of Options

Reports on Mathematical Physics, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
E. Herscovich
openaire   +3 more sources

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

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   +2 more sources

The valuation of options on yields

Journal of Financial Economics, 1990
Abstract Many contingent claims incorporate options on yield levels. I derive closed-form expressions for European yield-option prices using a general equilibrium model in which the underlying yield is the relevant state variable. The properties of these options differ markedly from those of conventional options on traded assets.
F. Longstaff
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Valuation of spread options under correlated skew Brownian motions

European Journal of Finance, 2023
In this paper, we employ correlated skew Brownian motions to describe the dynamics of the two assets underlying the spread option. In the pricing model, the two underlying assets are exposed to exogenous risks captured by the same Brownian motion, and ...
Shiyu Song, Xingchun Wang, Xiaowen Zhang
semanticscholar   +1 more source

Various passport options and their valuation [PDF]

Applied Mathematical Finance, 1999
The passport option is a call option on the balance of a trading account. The option holder retains the gain from trading, while the writer is liable for the loss. Multi-asset passport options and passport options with discrete constraints are studied. For the first ones the pricing equations are Hamilton-Jacobi-Bellman equations.
H. Ahn, A. Penaud, P. Wilmott
openaire   +1 more source

Seasonality and the valuation of commodity options [PDF]

Journal 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, Marcel Prokopczuk, Markus Rudolf   +2 more
openaire   +1 more source