Статті в журналах з теми "Options (Finance) – Valuation – Mathematical models"
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Loerx, Andre, and Ekkehard W. Sachs. "Model Calibration in Option Pricing." Sultan Qaboos University Journal for Science [SQUJS] 16 (April 1, 2012): 84. http://dx.doi.org/10.24200/squjs.vol17iss1pp84-102.
Повний текст джерелаHUEHNE, FLORIAN. "DEFAULTABLE LÉVY LIBOR RATES AND CREDIT DERIVATIVES." International Journal of Theoretical and Applied Finance 10, no. 03 (May 2007): 407–35. http://dx.doi.org/10.1142/s0219024907004172.
Повний текст джерелаGiribone, Pier Giuseppe, and Roberto Revetria. "Certificate pricing using Discrete Event Simulations and System Dynamics theory." Risk Management Magazine 16, no. 2 (August 18, 2021): 75–93. http://dx.doi.org/10.47473/2020rmm0092.
Повний текст джерелаLORENZO, MERCURI. "PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS." International Journal of Theoretical and Applied Finance 14, no. 02 (March 2011): 313–33. http://dx.doi.org/10.1142/s0219024911006371.
Повний текст джерелаCHU, CHI CHIU, and YUE KUEN KWOK. "VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS." International Journal of Theoretical and Applied Finance 10, no. 02 (March 2007): 363–87. http://dx.doi.org/10.1142/s0219024907004160.
Повний текст джерелаDassios, Angelos, and Shanle Wu. "Double-Barrier Parisian Options." Journal of Applied Probability 48, no. 01 (March 2011): 1–20. http://dx.doi.org/10.1017/s0021900200007592.
Повний текст джерелаDassios, Angelos, and Shanle Wu. "Double-Barrier Parisian Options." Journal of Applied Probability 48, no. 1 (March 2011): 1–20. http://dx.doi.org/10.1239/jap/1300198132.
Повний текст джерелаKamińska, Barbara. "Options in Corporate Finance Management." Przedsiebiorczosc i Zarzadzanie 15, no. 1 (January 1, 2014): 69–81. http://dx.doi.org/10.2478/eam-2014-0005.
Повний текст джерелаCiurlia, Pierangelo, and Andrea Gheno. "Pricing and Applications of Digital Installment Options." Journal of Applied Mathematics 2012 (2012): 1–21. http://dx.doi.org/10.1155/2012/584705.
Повний текст джерелаZEGHAL, AMINA BOUZGUENDA, and MOHAMED MNIF. "OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS IN LÉVY MODELS." International Journal of Theoretical and Applied Finance 09, no. 08 (December 2006): 1267–97. http://dx.doi.org/10.1142/s0219024906004037.
Повний текст джерелаWu, Ting-Pin, and Son-Nan Chen. "Analytical Valuation of Barrier Interest Rate Options Under Market Models." Journal of Derivatives 17, no. 1 (August 31, 2009): 21–37. http://dx.doi.org/10.3905/jod.2009.17.1.021.
Повний текст джерелаWang, Xingchun. "Valuation of Asian options with default risk under GARCH models." International Review of Economics & Finance 70 (November 2020): 27–40. http://dx.doi.org/10.1016/j.iref.2020.06.019.
Повний текст джерелаDorion, Christian. "Option Valuation with Macro-Finance Variables." Journal of Financial and Quantitative Analysis 51, no. 4 (August 2016): 1359–89. http://dx.doi.org/10.1017/s0022109016000442.
Повний текст джерелаEales, James, and Robert J. Hauser. "Analyzing biases in valuation models of options on futures." Journal of Futures Markets 10, no. 3 (June 1990): 211–28. http://dx.doi.org/10.1002/fut.3990100302.
Повний текст джерелаBollen, Nicolas P. B., and Emma Rasiel. "The performance of alternative valuation models in the OTC currency options market." Journal of International Money and Finance 22, no. 1 (February 2003): 33–64. http://dx.doi.org/10.1016/s0261-5606(02)00073-6.
Повний текст джерелаCao, Hongkai, Alexandru Badescu, Zhenyu Cui, and Sarath Kumar Jayaraman. "Valuation of VIX and target volatility options with affine GARCH models." Journal of Futures Markets 40, no. 12 (September 2020): 1880–917. http://dx.doi.org/10.1002/fut.22157.
Повний текст джерелаERIKSSON, BJORN, and MARTIJN PISTORIUS. "METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS." International Journal of Theoretical and Applied Finance 14, no. 07 (November 2011): 1139–58. http://dx.doi.org/10.1142/s0219024911006644.
Повний текст джерелаVimpari, Jussi, and Seppo Junnila. "Valuing retail lease options through time." Journal of Property Investment & Finance 35, no. 4 (July 3, 2017): 369–81. http://dx.doi.org/10.1108/jpif-05-2016-0036.
Повний текст джерелаMiller, Tom W. "Terminal values for firms with growth opportunities: explaining valuation and IPO price behavior." Studies in Economics and Finance 35, no. 2 (June 4, 2018): 244–72. http://dx.doi.org/10.1108/sef-03-2016-0078.
Повний текст джерелаBENTH, FRED ESPEN, and RODWELL KUFAKUNESU. "PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS." International Journal of Theoretical and Applied Finance 12, no. 04 (June 2009): 491–506. http://dx.doi.org/10.1142/s0219024909005324.
Повний текст джерелаWang, Xingchun. "Analytical valuation of Asian options with counterparty risk under stochastic volatility models." Journal of Futures Markets 40, no. 3 (October 14, 2019): 410–29. http://dx.doi.org/10.1002/fut.22064.
Повний текст джерелаTajani, Francesco, Pierluigi Morano, and Klimis Ntalianis. "Automated valuation models for real estate portfolios." Journal of Property Investment & Finance 36, no. 4 (July 2, 2018): 324–47. http://dx.doi.org/10.1108/jpif-10-2017-0067.
Повний текст джерелаCARMONA, RENÉ, and SERGEY NADTOCHIY. "TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION." International Journal of Theoretical and Applied Finance 14, no. 01 (February 2011): 107–35. http://dx.doi.org/10.1142/s0219024911006280.
Повний текст джерелаCore, John E., Wayne R. Guay, and S. P. Kothari. "The Economic Dilution of Employee Stock Options: Diluted EPS for Valuation and Financial Reporting." Accounting Review 77, no. 3 (July 1, 2002): 627–52. http://dx.doi.org/10.2308/accr.2002.77.3.627.
Повний текст джерелаWang, Xingchun. "Valuation of options on the maximum of two prices with default risk under GARCH models." North American Journal of Economics and Finance 57 (July 2021): 101422. http://dx.doi.org/10.1016/j.najef.2021.101422.
Повний текст джерелаMassironi, Carlo. "Philip Fisher’s sense of numbers." Qualitative Research in Financial Markets 6, no. 3 (November 10, 2014): 302–31. http://dx.doi.org/10.1108/qrfm-01-2013-0004.
Повний текст джерелаFrench, Nick, and Laura Gabrielli. "Pricing to market." Journal of Property Investment & Finance 36, no. 4 (July 2, 2018): 391–96. http://dx.doi.org/10.1108/jpif-05-2018-0033.
Повний текст джерелаCUTHBERTSON, CHARLES, GRIGORIOS PAVLIOTIS, AVRAAM RAFAILIDIS, and PETTER WIBERG. "ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY." International Journal of Theoretical and Applied Finance 13, no. 07 (November 2010): 1131–47. http://dx.doi.org/10.1142/s0219024910006145.
Повний текст джерелаSIDENIUS, JAKOB, VLADIMIR PITERBARG, and LEIF ANDERSEN. "A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING." International Journal of Theoretical and Applied Finance 11, no. 02 (March 2008): 163–97. http://dx.doi.org/10.1142/s0219024908004762.
Повний текст джерелаCakici, Nusret, Sris Chatterjee, and Avner Wolf. "Empirical tests of valuation models for options on t-note and t-bond futures." Journal of Futures Markets 13, no. 1 (February 1993): 1–13. http://dx.doi.org/10.1002/fut.3990130102.
Повний текст джерелаd’Amato, Maurizio. "Supporting property valuation with automatic reconciliation." Journal of European Real Estate Research 11, no. 1 (May 8, 2018): 125–38. http://dx.doi.org/10.1108/jerer-01-2017-0005.
Повний текст джерелаManola, Ana, and Branko Urosevic. "Option-based valuation of mortgage-backed securities." Ekonomski anali 55, no. 186 (2010): 42–66. http://dx.doi.org/10.2298/eka1086042m.
Повний текст джерелаLindström, Erik. "Implications of Parameter Uncertainty on Option Prices." Advances in Decision Sciences 2010 (May 5, 2010): 1–15. http://dx.doi.org/10.1155/2010/598103.
Повний текст джерелаBehera, Prashanta kumar, and Dr Ramraj T. Nadar. "Dynamic Approach for Index Option Pricing Using Different Models." Journal of Global Economy 13, no. 2 (June 26, 2017): 105–20. http://dx.doi.org/10.1956/jge.v13i2.460.
Повний текст джерелаMintah, Kwabena, David Higgins, Judith Callanan, and Ron Wakefield. "Staging option application to residential development: real options approach." International Journal of Housing Markets and Analysis 11, no. 1 (February 5, 2018): 101–16. http://dx.doi.org/10.1108/ijhma-02-2017-0022.
Повний текст джерелаLazzati, Natalia, and Amilcar A. Menichini. "A Dynamic Approach to the Dividend Discount Model." Review of Pacific Basin Financial Markets and Policies 18, no. 03 (September 2015): 1550018. http://dx.doi.org/10.1142/s0219091515500186.
Повний текст джерелаTAKAHASHI, AKIHIKO, and KOHTA TAKEHARA. "A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS." International Journal of Theoretical and Applied Finance 13, no. 08 (December 2010): 1179–221. http://dx.doi.org/10.1142/s0219024910006169.
Повний текст джерелаLUDKOVSKI, MICHAEL, and QUNYING SHEN. "EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS." International Journal of Theoretical and Applied Finance 16, no. 07 (November 2013): 1350043. http://dx.doi.org/10.1142/s021902491350043x.
Повний текст джерелаHeidari, Massoud, and Liuren Wu. "A Joint Framework for Consistently Pricing Interest Rates and Interest Rate Derivatives." Journal of Financial and Quantitative Analysis 44, no. 3 (June 2009): 517–50. http://dx.doi.org/10.1017/s0022109009990093.
Повний текст джерелаTahani, Nabil, and Xiaofei Li. "Pricing interest rate derivatives under stochastic volatility." Managerial Finance 37, no. 1 (January 31, 2011): 72–91. http://dx.doi.org/10.1108/03074351111092157.
Повний текст джерелаEpstein, D., and P. Wilmott. "A New Model for Interest Rates." International Journal of Theoretical and Applied Finance 01, no. 02 (April 1998): 195–226. http://dx.doi.org/10.1142/s0219024998000114.
Повний текст джерелаGEORGIOPOULOS, NICK. "HIGH UNCERTAINTY FINANCING." International Journal of Theoretical and Applied Finance 20, no. 07 (November 2017): 1750043. http://dx.doi.org/10.1142/s0219024917500431.
Повний текст джерелаTonkes, Elliot, and Dharma Lesmono. "A Longstaff and Schwartz Approach to the Early Election Problem." Advances in Decision Sciences 2012 (October 18, 2012): 1–18. http://dx.doi.org/10.1155/2012/287579.
Повний текст джерелаANÉ, THIERRY, and VINCENT LACOSTE. "UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS." International Journal of Theoretical and Applied Finance 04, no. 03 (June 2001): 467–89. http://dx.doi.org/10.1142/s0219024901001073.
Повний текст джерелаBell, Timothy B., Wayne R. Landsman, Bruce L. Miller, and Shu Yeh. "The Valuation Implications of Employee Stock Option Accounting for Profitable Computer Software Firms." Accounting Review 77, no. 4 (October 1, 2002): 971–96. http://dx.doi.org/10.2308/accr.2002.77.4.971.
Повний текст джерелаReis, Pedro Nogueira, and Mário Gomes Augusto. "What Is a Firm’s Life Expectancy? Empirical Evidence in the Context of Portuguese Companies." Journal of Business Valuation and Economic Loss Analysis 10, no. 1 (January 1, 2015): 45–75. http://dx.doi.org/10.1515/jbvela-2014-0003.
Повний текст джерелаSingh, Vipul Kumar. "Pricing competitiveness of jump-diffusion option pricing models: evidence from recent financial upheavals." Studies in Economics and Finance 32, no. 3 (August 3, 2015): 357–78. http://dx.doi.org/10.1108/sef-08-2012-0099.
Повний текст джерелаHeath, Davidson. "Macroeconomic Factors in Oil Futures Markets." Management Science 65, no. 9 (September 2019): 4407–21. http://dx.doi.org/10.1287/mnsc.2017.3008.
Повний текст джерелаTajani, Francesco, Pierluigi Morano, Francesca Salvo, and Manuela De Ruggiero. "Property valuation: the market approach optimised by a weighted appraisal model." Journal of Property Investment & Finance 38, no. 5 (September 13, 2019): 399–418. http://dx.doi.org/10.1108/jpif-07-2019-0094.
Повний текст джерелаChutka, Jan, and Katarina Kramarova. "Usage of P/E earning models as a tool for valuation of shares in condition of global market." SHS Web of Conferences 74 (2020): 01007. http://dx.doi.org/10.1051/shsconf/20207401007.
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