Results 31 to 40 of about 249,987 (395)
, 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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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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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
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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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The Pricing of Options and Corporate Liabilities
Journal of Political Economy, 1973 If options are correctly priced in the market, it should not be possible to make sure profits by creating portfolios of long and short positions in options and their underlying stocks.
F. Black, Myron S. Scholes
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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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Effects of chronic browsing on life‐history traits of an irruptive large herbivore population
Population Ecology, EarlyView.This study aimed to determine the relationship between diet quality, body mass, and size (hind foot length), and female reproduction and sought to identify the mechanism by which high density under severe food limitations is maintained. Our results demonstrated that sika deer introduced to Nakanoshima Island have maintained high densities through high ...
Koichi Kaji +9 more
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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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Callable Asian Option Valuation
, 2023 We present a new model named callable Asian options. Such options allow their underwriters to call the options back from investors at a specified time and with a specified amount prior to option maturities. A hybrid of Monte Carlo simulation and the closed form Michael Curran’s solution is employed in pricing.
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SWIFT Valuation of Discretely Monitored Arithmetic Asian Options
Journal of Computer Science, 2018 In this work, we propose an efficient and robust valuation of discretely monitored arithmetic Asian options based on Shannon wavelets. We employ the so-called SWIFT method, a Fourier inversion numerical technique with several important advantages with ...
Álvaro Leitao +2 more
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