Results 81 to 90 of about 251,876 (306)
The article presents a case study of valuation of real options included in a investment project. The main goal of the article is to present the calculation and methodological issues of application the methodology for real option valuation. In order to do
Paweł Mielcarz
doaj
Calendar Spread Exchange Options Pricing with Gaussian Random Fields
Most of the models leading to an analytical expression for option prices are based on the assumption that underlying asset returns evolve according to a Brownian motion with drift.
Donatien Hainaut
doaj +1 more source
ABSTRACT Background Gastrointestinal graft‐versus‐host disease (GI GVHD) following hematopoietic stem cell transplant is typically managed with medical therapy, but surgery and angioembolization may be warranted in selected cases with life‐threatening complications.
Gaia Brunetti +12 more
wiley +1 more source
We explain the valuation and correlation hedging of Foreign Exchange Basket Options in a multi-dimensional Black-Scholes model that allows including the smile.
Hakala, Jürgen, Wystup, Uwe
core
Portfolio-aspects in real options management [PDF]
Real options theory applies techniques known from finance theory to the valuation of capital investments. The present paper investigates further into this analogy, considering the case of a portfolio of real options.
Brosch, Rainer
core
ABSTRACT In pediatric patients, T‐cell lymphoblastic lymphoma (T‐LBL) survival exceeds 80%. Relapse remains associated with limited curative options. Frontline treatment is largely extrapolated from T‐cell acute lymphoblastic leukemia (T‐ALL) treatment, reflecting the ongoing debate, whether both entities represent distinct diseases or variants within ...
Marie C. Heider +4 more
wiley +1 more source
The implicit models of the option valuation
Of the alternative approaches to the Black-Scholes options valuation model, the implied models have had the largest development in last years. In this approach there are different alternatives: implied trees, deterministic volatility function models and ...
GERARDO ARREGUI AYASTUY
doaj
Purpose: To develop an approach to financial valuation methodologies as a tool that allows managers to have an objective and decisive vision to generate business value.
Campo Elias Lopez-Rodriguez +3 more
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ABSTRACT Background Neuromyelitis optica spectrum disorder (NMOSD) is a relapsing autoimmune disease of the central nervous system. High‐dose intravenous methylprednisolone (IVMP) is the standard first‐line therapy for acute attacks, although some patients remain refractory.
Wataru Horiguchi +5 more
wiley +1 more source
Exit Options in Incomplete Contracts with Asymmetric Information [PDF]
This paper analyzes bilateral contracting in an environment with contractual incompleteness and asymmetric information. One party (the seller) makes an unverifiable quality choice and the other party (the buyer) has private information about its ...
Bester, Helmut, Krähmer, Daniel
core +7 more sources

