Journal articles on the topic 'Contract option'
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McKeon, Ryan. "Empirical patterns of time value decay in options." China Finance Review International 7, no. 4 (November 20, 2017): 429–49. http://dx.doi.org/10.1108/cfri-09-2016-0108.
Full textMurdalov, Deni Ruslanovich. "Comparative analysis of an option to conclude an agreement and an option agreement." Юридические исследования, no. 3 (March 2022): 1–8. http://dx.doi.org/10.25136/2409-7136.2022.3.37590.
Full textDEWI, IDA AYU PUTU CANDRA, KOMANG DHARMAWAN, and NI MADE ASIH. "APLIKASI MODEL MEAN REVERSION DENGAN MUSIMAN DALAM MENENTUKAN NILAI KONTRAK OPSI TIPE EROPA PADA HARGA KOMODITAS KAKAO." E-Jurnal Matematika 6, no. 4 (November 28, 2017): 226. http://dx.doi.org/10.24843/mtk.2017.v06.i04.p170.
Full textRodrigo, Marianito R. "Pricing of Barrier Options on Underlying Assets with Jump-Diffusion Dynamics: A Mellin Transform Approach." Mathematics 8, no. 8 (August 3, 2020): 1271. http://dx.doi.org/10.3390/math8081271.
Full textZhu, Jielin, Marco Pollanen, Kenzu Abdella, and Bruce Cater. "Modeling Drought Option Contracts." ISRN Applied Mathematics 2012 (April 11, 2012): 1–16. http://dx.doi.org/10.5402/2012/251835.
Full textSARI, I. GUSTI AYU MITA ERMIA, KOMANG DHARMAWAN, and TJOKORDA BAGUS OKA. "PENERAPAN METODE BINOMIAL TREE DALAM MENGESTIMASI HARGA KONTRAK OPSI TIPE AMERIKA." E-Jurnal Matematika 5, no. 4 (November 30, 2016): 156. http://dx.doi.org/10.24843/mtk.2016.v05.i04.p135.
Full textLerner, Josh, and Ulrike Malmendier. "Contractibility and the Design of Research Agreements." American Economic Review 100, no. 1 (March 1, 2010): 214–46. http://dx.doi.org/10.1257/aer.100.1.214.
Full textRATNASARI, DEWA AYU AGUNG PUTRI, KOMANG DHARMAWAN, and DESAK PUTU EKA NILAKUSMAWATI. "PENENTUAN NILAI KONTRAK OPSI TIPE BINARY PADA KOMODITS KAKAO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN BARISAN BILANGAN ACAK FAURE." E-Jurnal Matematika 6, no. 4 (November 28, 2017): 214. http://dx.doi.org/10.24843/mtk.2017.v06.i04.p168.
Full textHusniah, Hennie, Udjianna S. Pasaribu, Andi Cakravastia, and Bermawi P. Iskandar. "Two Dimensional Maintenance Contracts for a Fleet of Dump Trucks Used in Mining Industry." Applied Mechanics and Materials 660 (October 2014): 1026–31. http://dx.doi.org/10.4028/www.scientific.net/amm.660.1026.
Full textStaudenmayer, Dirk. "The Commission Communication on European Contract Law: What Future for European Contract Law?" European Review of Private Law 10, Issue 2 (April 1, 2002): 249–60. http://dx.doi.org/10.54648/408351.
Full textHendrawan, Riko, and Daniel Erpriandy Maharsasi. "Testing Black Scholes and Garch Model Options on Gold Price Index With Long Strangle Strategy Using 1985-2020 Data." GATR Journal of Finance and Banking Review Vol. 7 (3) October - December 2022 7, no. 3 (December 30, 2022): 160–74. http://dx.doi.org/10.35609/jfbr.2022.7.3(3).
Full textAlobaidi, G., and R. Mallier. "Installment options close to expiry." Journal of Applied Mathematics and Stochastic Analysis 2006 (September 27, 2006): 1–9. http://dx.doi.org/10.1155/jamsa/2006/60824.
Full textSHEVCHENKO, PAVEL V. "HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS." ANZIAM Journal 56, no. 4 (April 2015): 359–72. http://dx.doi.org/10.1017/s1446181115000097.
Full textHarrison, R. Wes. "Stochastic Dominance Analysis of Futures and Option Strategies for Hedging Feeder Cattle." Agricultural and Resource Economics Review 27, no. 2 (October 1998): 270–80. http://dx.doi.org/10.1017/s1068280500006596.
Full textLiljeblom, Eva, Daniel Pasternack, and Matts Rosenberg. "What determines stock option contract design?" Journal of Financial Economics 102, no. 2 (November 2011): 293–316. http://dx.doi.org/10.1016/j.jfineco.2011.02.021.
Full textJia, Deng, and Chong Wang. "Option Contracts in Fresh Produce Supply Chain with Freshness-Keeping Effort." Mathematics 10, no. 8 (April 12, 2022): 1287. http://dx.doi.org/10.3390/math10081287.
Full textERIKSSON, JONATAN. "MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES." International Journal of Theoretical and Applied Finance 09, no. 06 (September 2006): 987–96. http://dx.doi.org/10.1142/s0219024906003822.
Full textSodaunykaitė, Viktorija, and Raimonda Martinkutė-Kaulienė. "ASSESSMENT OF OPTION PRICE VOLATILITY." Mokslas - Lietuvos ateitis 12 (March 31, 2020): 1–9. http://dx.doi.org/10.3846/mla.2020.9139.
Full textFeng, Yi, and Qing Wu. "Option Contract Design and Risk Analysis: Supplier’s Perspective." Asia-Pacific Journal of Operational Research 35, no. 03 (May 31, 2018): 1850017. http://dx.doi.org/10.1142/s0217595918500173.
Full textWu, Jian Zu, and Jin Liu. "Supply Chain Coordination with Option Contracts in VMI System." Advanced Materials Research 482-484 (February 2012): 2131–41. http://dx.doi.org/10.4028/www.scientific.net/amr.482-484.2131.
Full textIrawan, Welgi Okta. "PENENTUAN HARGA OPSI DENGAN MODEL BLACK-SCHOLES MENGGUNAKAN METODE BEDA HINGGA CENTER TIME CENTER SPACE (CTCS)." EKSAKTA: Berkala Ilmiah Bidang MIPA 18, no. 02 (November 30, 2017): 191–99. http://dx.doi.org/10.24036/eksakta/vol18-iss02/77.
Full textUrcola, Hernán A., and Scott H. Irwin. "Hog Options: Contract Redesign and Market Efficiency." Journal of Agricultural and Applied Economics 42, no. 4 (November 2010): 773–90. http://dx.doi.org/10.1017/s1074070800003953.
Full textXue, Kelei, Yongjian Li, Xueping Zhen, and Wen Wang. "Managing the supply disruption risk: option contract or order commitment contract?" Annals of Operations Research 291, no. 1-2 (August 14, 2018): 985–1026. http://dx.doi.org/10.1007/s10479-018-3007-8.
Full textLuo, Jiarong, Xiaolin Zhang, and Xianglan Jiang. "Multisources Risk Management in a Supply Chain under Option Contracts." Mathematical Problems in Engineering 2019 (July 4, 2019): 1–12. http://dx.doi.org/10.1155/2019/7482584.
Full textHartebrodt, Christoph, and Falko Stenzel. "Alternative Preisbildungsmodelle – eine realitätsnahe Option?" Schweizerische Zeitschrift fur Forstwesen 164, no. 7 (July 1, 2013): 181–89. http://dx.doi.org/10.3188/szf.2013.0181.
Full textWan, Nana, and Xiaozhi Wu. "Option ordering and coordination strategies for a two-periodsupply chain." Kybernetes 48, no. 3 (March 4, 2019): 471–95. http://dx.doi.org/10.1108/k-02-2018-0062.
Full textEKSTRÖM, ERIK, and JOHAN TYSK. "OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS." International Journal of Theoretical and Applied Finance 07, no. 07 (November 2004): 901–7. http://dx.doi.org/10.1142/s0219024904002694.
Full textRabbani, Masoud, Hamed Vafa Arani, and Hamed Rafiei. "Option contract application in emergency supply chains." International Journal of Services and Operations Management 20, no. 4 (2015): 385. http://dx.doi.org/10.1504/ijsom.2015.068523.
Full textHendrawan, Riko, and Tri Suci Indah Sari. "Testing Black Scholes and Garch Option Models on Pharmaceutical State-Owned Enterprises Holding." 14th GCBSS Proceeding 2022 14, no. 2 (December 28, 2022): 1. http://dx.doi.org/10.35609/gcbssproceeding.2022.2(39).
Full textLiu, Zhongyi, Shengya Hua, and Guanying Wang. "Coordinating Vulnerable Supply Chains with Option Contracts." Asia-Pacific Journal of Operational Research 38, no. 04 (February 1, 2021): 2050053. http://dx.doi.org/10.1142/s0217595920500530.
Full textLai, Kelvin Wai Lung, and Andrew Marshall. "A Study of Mispricing and Parity in the Hang Seng Futures and Options Markets." Review of Pacific Basin Financial Markets and Policies 05, no. 03 (September 2002): 373–94. http://dx.doi.org/10.1142/s0219091502000869.
Full textChen, Xue, Bo Li, and Simin An. "Option contract design for supply chains under asymmetric cost information." Kybernetes 48, no. 5 (May 7, 2019): 835–60. http://dx.doi.org/10.1108/k-12-2017-0495.
Full textAhn, Seryoong. "Pricing the Right to Renew House Lease Contracts Using the Black-Scholes Option Pricing Model." Korean Association for Housing Policy Studies 30, no. 2 (May 31, 2022): 5–27. http://dx.doi.org/10.24957/hsr.2022.30.2.5.
Full textTaneri, Niyazi, and Pascale Crama. "Turning the Tables in Research and Development Licensing Contracts." Management Science 67, no. 9 (September 2021): 5838–56. http://dx.doi.org/10.1287/mnsc.2020.3784.
Full textWes Harrison, R., Barry W. Bobst, Fred J. Benson, and Lee Meyer. "Analysis of the Risk Management Properties of Grazing Contracts Versus Futures and Option Contracts." Journal of Agricultural and Applied Economics 28, no. 2 (December 1996): 247–62. http://dx.doi.org/10.1017/s1074070800007288.
Full textWang, Xue Wu, Jiao Meng, and Ping Jiang. "The Ordering Strategy of ES Model and Option Contract." Advanced Materials Research 1037 (October 2014): 522–25. http://dx.doi.org/10.4028/www.scientific.net/amr.1037.522.
Full textRuan, Jian, Su Lin Pang, and Guo Ping Nong. "Managing B2B-Supply Chain with Option Contract under Disruptions." Advanced Materials Research 476-478 (February 2012): 534–37. http://dx.doi.org/10.4028/www.scientific.net/amr.476-478.534.
Full textMoon, Yongma, and Changhyun Kwon. "Online advertisement service pricing and an option contract." Electronic Commerce Research and Applications 10, no. 1 (January 2011): 38–48. http://dx.doi.org/10.1016/j.elerap.2010.04.005.
Full textBiagini, Francesca, and Tomas Björk. "ON THE TIMING OPTION IN A FUTURES CONTRACT." Mathematical Finance 17, no. 2 (April 2007): 267–83. http://dx.doi.org/10.1111/j.1467-9965.2006.00303.x.
Full textBoukendour, Said, and Rahim Bah. "The guaranteed maximum price contract as call option." Construction Management and Economics 19, no. 6 (October 2001): 563–67. http://dx.doi.org/10.1080/01446190110049848.
Full textJun, D., and H. Ku. "Digital barrier option contract with exponential random time." IMA Journal of Applied Mathematics 78, no. 6 (June 29, 2012): 1147–55. http://dx.doi.org/10.1093/imamat/hxs013.
Full textWei, Zhimin, and Yun Huang. "Supply Chain Coordination under Carbon Emission Tax Regulation Considering Greening Technology Investment." International Journal of Environmental Research and Public Health 19, no. 15 (July 28, 2022): 9232. http://dx.doi.org/10.3390/ijerph19159232.
Full textSzabó, Dávid Zoltán, and Randall Martyr. "Real option valuation of a decremental regulation service provided by electricity storage." Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 375, no. 2100 (July 10, 2017): 20160300. http://dx.doi.org/10.1098/rsta.2016.0300.
Full textAblyatipova, N. A., and A. V. Adler. "CORRELATION OF LEGAL STRUCTURES OF A PRELIMINARY CONTRACT AND AN OPTION TO CONCLUDE A CONTRACT: ANALYSIS OF THEORY AND SYSTEM OF LEGAL PRACTICE." Scientific Notes of V. I. Vernadsky Crimean Federal University. Juridical science 7 (73), no. 1 (2021): 270–80. http://dx.doi.org/10.37279/2413-1733-2021-7-1-270-280.
Full textLubis, Gita Syeba, and Henny Rahyuda. "ANALISIS PENGGUNAAN FORWARD CONTRACT DAN OPTION PADA PERUSAHAAN EKSPOR UD DAMENA DI DENPASAR." E-Jurnal Manajemen Universitas Udayana 7, no. 4 (March 8, 2018): 2226. http://dx.doi.org/10.24843/ejmunud.2018.v07.i04.p18.
Full textTrabelsi, Abir, and Hiroaki Matsukawa. "Pricing supply chain option contracts: a bilevel programming approach." Journal of Modelling in Management 15, no. 4 (June 29, 2020): 1567–89. http://dx.doi.org/10.1108/jm2-08-2019-0195.
Full textFares, Laita Ibtihal, Abdellah Marghich, and Mohamed Habachi. "Urbūn (Earnest Money): Legal Framework in Islamic and Positive Law and Comparison with the Call Option Contract." Arab Law Quarterly 34, no. 3 (March 3, 2020): 209–40. http://dx.doi.org/10.1163/15730255-14030066.
Full textŠvábová, Lucia. "ESTIMATING THE PARAMETER DELTA IN THE BLACK MODEL USING THE FINITE DIFFERENCE METHOD FOR FUTURES OPTIONS." CBU International Conference Proceedings 3 (September 19, 2015): 109–14. http://dx.doi.org/10.12955/cbup.v3.591.
Full textXue, Weili, Xiaolin Xu, and Lijun Ma. "Options Procurement Policy for Option Contracts with Supply and Spot Market Uncertainty." Discrete Dynamics in Nature and Society 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/906739.
Full textNursanti, Tinjung Desy. "The Development of Option Market and The Role of Indonesia Financial Service Au-thority (OJK) In Indonesia Capital Market Period 2004-2019." Jurnal Ilmu Manajemen & Ekonomika 12, no. 1 (May 5, 2020): 20. http://dx.doi.org/10.35384/jime.v12i1.171.
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