Results 31 to 40 of about 250,820 (303)

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
doaj   +1 more source

Valuation of Himalaya Option

, 2021
https://ia601507.us.archive.org/18/items/eq-himalaya-25/EqHimalaya-25 ...
openaire   +1 more source

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
doaj  

The Valuation of the Operational Flexibility of the Energy Investment Project Based on a Gas-Fired Power Plant

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, Michał Kopacz, Katarzyna Kryzia   +2 more
doaj   +1 more source

The early exercise premium representation for American options on multiply assets

, 2015
In the paper we consider the problem of valuation of American options written on dividend-paying assets whose price dynamics follow the classical multidimensional Black and Scholes model. We provide a general early exercise premium representation formula
Klimsiak, Tomasz, Rozkosz, Andrzej
core   +1 more source

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, Hozman, Jiří, Tichý, Tomáš, Valášek, Radek, Černá, Dana   +4 more
core   +1 more source

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
doaj   +1 more source

The HIT Network for Children and Adolescents With CNS Tumors Facilitates Improvements of Diagnostic Assessments, Multimodal Treatments, Individual Counseling, and Research in Germany, Austria, and Switzerland

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background The HIT network was established in 2000 to create a population‐based structure aiming to improve survival rates and reduce late effects for children with central nervous system (CNS) tumors by conducting comprehensive clinical trials.
Stefan Rutkowski, Michael C. Frühwald, Gudrun Fleischhack, Stephan Tippelt, Pablo Hernáiz‐Driever, Olaf Witt, Astrid Gnekow, Christof Kramm, Matthias Eyrich, Johannes E. A. Wolf, Hermann Müller, Carsten Friedrich, Uwe R. Kordes, Denise Obrecht‐Sturm, Petra Ketteler, Barbara von Zezschwitz, Pascal Johann, Dominik Sturm, Karoline Nemes, Stefan Schönberger, Till Milde, Brigitte Bison, Monika Warmuth‐Metz, Torsten Pietsch, Ulrich Schüller, Arend Koch, David Capper, Martin Hasselblatt, Christian Thomas, Christian Hagel, Stefan M. Pfister, Felix Sahm, David T. W. Jones, Martin U. Schuhmann, Jürgen Krauss, Pedram Emami, Ahmed El Damaty, Rolf D. Kortmann, Rudolf Schwarz, Jürgen Debus, Mechthild Krause, Fabian Pohl, Holger Ottensmeier, Lisa Bußenius, Katja Baust, Andreas Faldum, Cecile Ronckers, Desiree Grabow, Martin Benesch, Thomas Perwein, Karin Dieckmann, Irene Slavc, Johannes Gojo, Nicolas U. Gerber, André O. von Bueren, Katrin Scheinemann, Gabriele Calaminus, Beate Timmermann, Ulrich‐Wilhelm Thomale, Martin Mynarek   +59 more
wiley   +1 more source

Application of real options valuation in nuclear energy systems [PDF]

International Journal of Research in Industrial Engineering
In recent years, there has been a very increasing trend in energy consumption worldwide, especially in the electricity sector, which, due to global sensitivities to protecting the environment and reducing greenhouse gas emissions, leads to the use of ...
Abdollah Arasteh
doaj   +1 more source

Uncertainty and Human Capital Decisions: Traditional Valuation Methods and Real Options Logic [PDF]

, 2007
As the importance of human capital increases in organizations, so does the need to develop more sophisticated financial valuation models. This paper reviews some of the major traditional financial decision making models used in costing employment mode ...
Badders, Brett, Clark, Lindsey Cottom, Wright, Patrick M   +2 more
core   +1 more source