Статті в журналах з теми "Options Finance"
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Lambrecht, Bart M. "Real options in finance." Journal of Banking & Finance 81 (August 2017): 166–71. http://dx.doi.org/10.1016/j.jbankfin.2017.03.006.
Повний текст джерелаBRANGER, NICOLE, and CHRISTIAN SCHLAG. "OPTION BETAS: RISK MEASURES FOR OPTIONS." International Journal of Theoretical and Applied Finance 10, no. 07 (November 2007): 1137–57. http://dx.doi.org/10.1142/s0219024907004585.
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 джерелаLambrecht, Bart M., and Grzegorz Pawlina. "Corporate Finance and the (In)efficient Exercise of Real Options." Multinational Finance Journal 14, no. 3/4 (December 1, 2010): 189–217. http://dx.doi.org/10.17578/14-3/4-2.
Повний текст джерелаCHANG, Kuo-Ping. "On Option Greeks and Corporate Finance." Journal of Advanced Studies in Finance 11, no. 2 (December 23, 2020): 183. http://dx.doi.org/10.14505//jasf.v11.2(22).09.
Повний текст джерелаDOKUCHAEV, NIKOLAI. "MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING." International Journal of Theoretical and Applied Finance 12, no. 04 (June 2009): 545–75. http://dx.doi.org/10.1142/s0219024909005348.
Повний текст джерелаLIU, YU-HONG. "VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE." International Journal of Theoretical and Applied Finance 13, no. 03 (May 2010): 441–58. http://dx.doi.org/10.1142/s021902491000584x.
Повний текст джерелаTang, Han, and Wenfei Li. "Empirical study for uncertain finance." Journal of Intelligent & Fuzzy Systems 40, no. 5 (April 22, 2021): 9485–92. http://dx.doi.org/10.3233/jifs-201955.
Повний текст джерелаPechtl, Andreas. "Some applications of occupation times of Brownian motion with drift in mathematical finance." Journal of Applied Mathematics and Decision Sciences 3, no. 1 (January 1, 1999): 63–73. http://dx.doi.org/10.1155/s1173912699000048.
Повний текст джерелаDeng, Liubao, Hongye Tan, Fang Wei, and Yilin Wang. "Option Pricing for Uncertain Stock Model Based on Optimistic Value." Journal of Advanced Computational Intelligence and Intelligent Informatics 26, no. 6 (November 20, 2022): 1031–39. http://dx.doi.org/10.20965/jaciii.2022.p1031.
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 джерелаPower, Jane. "Financing options for businesses in Ireland." Boolean: Snapshots of Doctoral Research at University College Cork, no. 2010 (January 1, 2010): 144–48. http://dx.doi.org/10.33178/boolean.2010.33.
Повний текст джерелаKammer, Alfred, Mohamed Norat, Marco Pinon, Ananthakrishnan Prasad, Christopher Towe, and Zeine Zeidane. "Islamic Finance: Opportunities, Challenges, and Policy Options." Staff Discussion Notes 15, no. 5 (2015): 1. http://dx.doi.org/10.5089/9781498325035.006.
Повний текст джерелаAhmed, Qazi Masood, and Akhtar Lodhi. "Provincial Finance Commission: Options for Fiscal Transfers." Pakistan Development Review 47, no. 4II (December 1, 2008): 747–62. http://dx.doi.org/10.30541/v47i4iipp.747-762.
Повний текст джерелаKhare, Arvind, Sara Scherr, Augusta Molnar, and Andy White. "Forest Finance, Development Cooperation and Future Options." Review of European Community and International Environmental Law 14, no. 3 (November 2005): 247–54. http://dx.doi.org/10.1111/j.1467-9388.2005.00446.x.
Повний текст джерелаWest, Jason. "Structured Islamic Finance Options for theResources Sector." Journal of Structured Finance 18, no. 3 (October 31, 2012): 91–101. http://dx.doi.org/10.3905/jsf.2012.18.3.091.
Повний текст джерелаRamprasath, L. "Simpler proofs in finance and shout options." Applied Economics Letters 18, no. 2 (January 26, 2011): 173–78. http://dx.doi.org/10.1080/13504850903493189.
Повний текст джерелаAgliardi, Elettra, and Rossella Agliardi. "Pricing Multidimensional American Options." International Journal of Financial Studies 11, no. 1 (March 22, 2023): 51. http://dx.doi.org/10.3390/ijfs11010051.
Повний текст джерелаLAU, KA WO, and YUE KUEN KWOK. "VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH." International Journal of Theoretical and Applied Finance 08, no. 05 (August 2005): 659–74. http://dx.doi.org/10.1142/s0219024905003189.
Повний текст джерелаEfendi, Jap, Li-Chin Jennifer Ho, Jeffrey J. Tsay, and Yu Zhang. "Stock option expense management after SFAS 123R." Review of Accounting and Finance 13, no. 3 (August 5, 2014): 210–31. http://dx.doi.org/10.1108/raf-05-2012-0049.
Повний текст джерелаLin, Weili. "Supply Chain Finance: Brief Introduction of In-kind Finance and Factoring." Advances in Economics, Management and Political Sciences 18, no. 1 (September 13, 2023): 306–13. http://dx.doi.org/10.54254/2754-1169/18/20230089.
Повний текст джерелаMcKeon, 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.
Повний текст джерелаRODRÍGUEZ, JESÚS F. "HEDGING SWING OPTIONS." International Journal of Theoretical and Applied Finance 14, no. 02 (March 2011): 295–312. http://dx.doi.org/10.1142/s021902491100636x.
Повний текст джерелаMo, Di, Neda Todorova, and Rakesh Gupta. "Implied volatility smirk and future stock returns: evidence from the German market." Managerial Finance 41, no. 12 (December 7, 2015): 1357–79. http://dx.doi.org/10.1108/mf-04-2015-0097.
Повний текст джерелаBlenman, Lloyd P., and Steven P. Clark. "Power exchange options." Finance Research Letters 2, no. 2 (June 2005): 97–106. http://dx.doi.org/10.1016/j.frl.2005.01.003.
Повний текст джерелаYe, George L. "Asian options versus vanilla options: a boundary analysis." Journal of Risk Finance 9, no. 2 (February 29, 2008): 188–99. http://dx.doi.org/10.1108/15265940810853931.
Повний текст джерелаDIA, BAYE M. "A REGULARIZED FOURIER TRANSFORM APPROACH FOR VALUING OPTIONS UNDER STOCHASTIC DIVIDEND YIELDS." International Journal of Theoretical and Applied Finance 13, no. 02 (March 2010): 211–40. http://dx.doi.org/10.1142/s0219024910005747.
Повний текст джерелаHeard, D. M., and S. J. Grenfell. "GROWTH, PROTECTION AND VALUE REALISATION USING DERIVATIVES." APPEA Journal 44, no. 1 (2004): 781. http://dx.doi.org/10.1071/aj03042.
Повний текст джерелаArora, Manpreet Kaur, and Manpreet Arora. "Influence of Behavioral Factors on Early Exercise of Employee Stock Option: A Literature Review." ECS Transactions 107, no. 1 (April 24, 2022): 6175–84. http://dx.doi.org/10.1149/10701.6175ecst.
Повний текст джерелаAhlip, Rehez, Laurence A. F. Park, Ante Prodan, and Stephen Weissenhofer. "Forward start options under Heston affine jump-diffusions and stochastic interest rate." International Journal of Financial Engineering 08, no. 01 (March 2021): 2150005. http://dx.doi.org/10.1142/s2424786321500055.
Повний текст джерелаAng, Kian-Ping, Shafiqur Rahman, and Kok-Hui Tan. "Option Implied Moments: An Application to Nikkei 225 Futures Options." Review of Pacific Basin Financial Markets and Policies 05, no. 03 (September 2002): 301–20. http://dx.doi.org/10.1142/s0219091502000821.
Повний текст джерелаWatson, Joel. "On the outside-option principle with one-sided options." Economics Letters 191 (June 2020): 109110. http://dx.doi.org/10.1016/j.econlet.2020.109110.
Повний текст джерелаArnold, Tom, and Richard Shockley. "Real Options Analysis and the Assumptions of Corporate Finance: A Non-Technical Review." Multinational Finance Journal 14, no. 1/2 (June 1, 2010): 29–71. http://dx.doi.org/10.17578/14-1/2-2.
Повний текст джерелаLindensjö, Kristoffer. "The End of the Month Option and Other Embedded Options in Futures Contracts." Asia-Pacific Financial Markets 23, no. 1 (February 16, 2016): 69–83. http://dx.doi.org/10.1007/s10690-016-9209-7.
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 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 джерелаCiccotello, Conrad, C. Terry Grant, and W. Mark Wilder. "Finance, Politics, and the Accounting for Stock Options." Journal of Applied Corporate Finance 17, no. 4 (September 2005): 125–33. http://dx.doi.org/10.1111/j.1745-6622.2005.00066.x.
Повний текст джерелаAghion, Philippe, Patrick Bolton, and Jean Tirole. "Exit Options in Corporate Finance: Liquidity versus Incentives*." Review of Finance 8, no. 3 (January 1, 2004): 327–53. http://dx.doi.org/10.1007/s10679-004-2542-0.
Повний текст джерелаSwaroop, Vinaya. "The public finance of infrastructure: Issues and options." World Development 22, no. 12 (December 1994): 1909–19. http://dx.doi.org/10.1016/0305-750x(94)90182-1.
Повний текст джерелаStrand, Jon. "Mitigation incentives with climate finance and treaty options." Energy Economics 57 (June 2016): 166–74. http://dx.doi.org/10.1016/j.eneco.2016.05.003.
Повний текст джерелаKraft, Evan. "Recasting Finance in Eastern Europe: Options and Possibilities." Review of Radical Political Economics 25, no. 3 (September 1993): 17–25. http://dx.doi.org/10.1177/048661349302500303.
Повний текст джерелаŠoltés, Michal, and Monika Harčariková. "Gold price risk management through Nova 3 option strategy created by barrier options." Investment Management and Financial Innovations 13, no. 1 (March 4, 2016): 49–0. http://dx.doi.org/10.21511/imfi.13(1).2016.04.
Повний текст джерелаSOBEHART, JORGE R. "A FORWARD LOOKING, SINGULAR PERTURBATION APPROACH TO PRICING OPTIONS UNDER MARKET UNCERTAINTY AND TRADING NOISE." International Journal of Theoretical and Applied Finance 08, no. 05 (August 2005): 635–58. http://dx.doi.org/10.1142/s0219024905003165.
Повний текст джерелаBRODY, DORJE C., IRENE C. CONSTANTINOU, and BERNHARD K. MEISTER. "TERM STRUCTURE OF VANILLA OPTIONS." International Journal of Theoretical and Applied Finance 10, no. 08 (December 2007): 1323–37. http://dx.doi.org/10.1142/s0219024907004676.
Повний текст джерелаGoncalves-Pinto, Luis, Bruce D. Grundy, Allaudeen Hameed, Thijs van der Heijden, and Yichao Zhu. "Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market." Management Science 66, no. 9 (September 2020): 3903–26. http://dx.doi.org/10.1287/mnsc.2019.3398.
Повний текст джерелаTambingon, Desty A., Jullia Titaley, and Tohap Manurung. "Black-Scholes Model in Determining European Option Prices on Netflix,Inc." d'CARTESIAN 8, no. 2 (July 25, 2019): 80. http://dx.doi.org/10.35799/dc.8.2.2019.23960.
Повний текст джерелаEKSTRÖM, ERIK, and MARTIN VANNESTÅL. "AMERICAN OPTIONS AND INCOMPLETE INFORMATION." International Journal of Theoretical and Applied Finance 22, no. 06 (September 2019): 1950035. http://dx.doi.org/10.1142/s0219024919500353.
Повний текст джерелаTrainor, William, and Richard Gregory. "Leveraged ETF option strategies." Managerial Finance 42, no. 5 (May 9, 2016): 438–48. http://dx.doi.org/10.1108/mf-12-2014-0305.
Повний текст джерелаSTOIKOV, SASHA F. "PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER." International Journal of Theoretical and Applied Finance 09, no. 08 (December 2006): 1245–66. http://dx.doi.org/10.1142/s0219024906004049.
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