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Methodological and Practical Problems of Real Option Valuations
Contemporary Economics, 2007 The article deals with the problem of application the financial options valuation theory into the real options valuation. It consists three parts. The first one presents the methodology background of the financial option valuation models. This part gives
Paweł Mielcarz
doaj
A Quasi-Closed-Form Solution for the Valuation of American Put Options
International Journal of Financial Studies, 2020 This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on ...
Cristina Viegas, José Azevedo-Pereira
doaj +1 more source
Electricity Real Options Valuation [PDF]
arXiv, 2006 In this paper a real option approach for the valuation of real assets is presented. Two continuous time models used for valuation are described: geometric Brownian motion model and interest rate model. The valuation for electricity spread option under Vasicek interest model is placed and the formulas for parameter estimators are calculated.
arxiv
Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation based approach [PDF]
arXiv, 2020 Agricultural commodity futures are often settled by delivery. Quality options that allow the futures short to deliver one of several underlying assets are commonly used in such contracts to prevent manipulation. Inclusion of these options reduces the price of the futures contract and leads to degraded contract hedging performance.
arxiv
, 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.
openaire +1 more source
Characteristics of the Kelch domain containing (KLHDC) subfamily and relationships with diseases
FEBS Letters, EarlyView.The Kelch protein superfamily includes 63 members, with the KLHDC subfamily having 10 proteins. While their functions are not fully understood, recent advances in KLHDC2's structure and role in protein degradation have highlighted its potential for drug development, especially in PROTAC therapies.
Courtney Pilcher +6 more
wiley +1 more source
Valuation methods of company’s financial condition
Путеводитель предпринимателя, 2020 Valuation of company ’s financial condition is very important. The question is the measuring company’s financial condition by different methods. Balance sheet and income statement are used. Methods of company’s valuation are considered too: by discounted
doaj
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 +4 more
core +1 more source
Closed Form Spread Option Valuation [PDF]
SSRN Electronic Journal, 2006 This paper considers the valuation of a spread call when asset prices are log-normal. The implicit strategy of the Kirk formula is to exercise if the price of the long asset exceeds a given power function of the price of the short asset. We derive a formula for the spread call value, conditional on following this feasible, but non-optimal, exercise ...
Bjerksund, Petter, Stensland, Gunnar
openaire +5 more sources
Insertion of the FeB cofactor in cNORs lacking metal inserting chaperones
FEBS Letters, EarlyView.Nitric oxide reductase is an enzyme found in the bacterial denitrification pathway. The NOR active site contains a non‐heme iron, often, but not always inserted with the assistance of chaperones. Here, we study the insertion of FeB in the subfamily of cNORs lacking chaperones and found a putative channel, conserved in the family, perhaps enabling the ...
Sofia Appelgren, Pia Ädelroth
wiley +1 more source