Статті в журналах з теми "STOCK CALL OPTIONS"
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Antwi Baafi, Joseph. "The Nexus Between Black-Scholes-Merton Option Pricing and Risk: A Case of Ghana Stock Exchange." Archives of Business Research 10, no. 5 (May 24, 2022): 140–52. http://dx.doi.org/10.14738/abr.105.12350.
Повний текст джерелаBlau, Benjamin M., T. Boone Bowles, and Ryan J. Whitby. "Gambling Preferences, Options Markets, and Volatility." Journal of Financial and Quantitative Analysis 51, no. 2 (April 2016): 515–40. http://dx.doi.org/10.1017/s002210901600020x.
Повний текст джерелаCremers, Martijn, and David Weinbaum. "Deviations from Put-Call Parity and Stock Return Predictability." Journal of Financial and Quantitative Analysis 45, no. 2 (February 19, 2010): 335–67. http://dx.doi.org/10.1017/s002210901000013x.
Повний текст джерелаHoyyi, Abdul, Abdurakhman Abdurakhman, and Dedi Rosadi. "VARIANCE GAMMA PROCESS WITH MONTE CARLO SIMULATION AND CLOSED FORM APPROACH FOR EUROPEAN CALL OPTION PRICE DETERMINATION." MEDIA STATISTIKA 14, no. 2 (December 12, 2021): 183–93. http://dx.doi.org/10.14710/medstat.14.2.183-193.
Повний текст джерелаStolorz, Beata. "Probability of Exercise of Option." Folia Oeconomica Stetinensia 6, no. 1 (January 1, 2007): 1–14. http://dx.doi.org/10.2478/v10031-007-0001-8.
Повний текст джерелаBae, Kwangil. "Analytical Approximations of American Call Options with Discrete Dividends." Journal of Derivatives and Quantitative Studies 26, no. 3 (August 31, 2018): 283–310. http://dx.doi.org/10.1108/jdqs-03-2018-b0001.
Повний текст джерелаSzu, Wen-Ming, Yi-Chen Wang, and Wan-Ru Yang. "How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?" Review of Pacific Basin Financial Markets and Policies 18, no. 02 (June 2015): 1550010. http://dx.doi.org/10.1142/s0219091515500101.
Повний текст джерелаBroughton, John B., Don M. Chance, and David M. Smith. "Implied Standard Deviations And Put-Call Parity Relations Around Primary Security Offerings." Journal of Applied Business Research (JABR) 15, no. 1 (August 31, 2011): 1. http://dx.doi.org/10.19030/jabr.v15i1.5683.
Повний текст джерелаBUCKLEY, JAMES J., and ESFANDIAR ESLAMI. "PRICING STOCK OPTIONS USING BLACK-SCHOLES AND FUZZY SETS." New Mathematics and Natural Computation 04, no. 02 (July 2008): 165–76. http://dx.doi.org/10.1142/s1793005708001008.
Повний текст джерелаChauhan, Arun, and Ravi Gor. "COMPARISON OF THREE OPTION PRICING MODELS FOR INDIAN OPTIONS MARKET." International Journal of Engineering Science Technologies 5, no. 4 (July 20, 2021): 54–64. http://dx.doi.org/10.29121/ijoest.v5.i4.2021.203.
Повний текст джерелаEKSTRÖM, 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.
Повний текст джерелаTewari, Manish, and Pradipkumar Ramanlal. "Floating Rate Notes in High Rate Environment and the Stock Market Response." International Journal of Finance & Banking Studies (2147-4486) 11, no. 3 (October 13, 2022): 72–81. http://dx.doi.org/10.20525/ijfbs.v11i3.2020.
Повний текст джерелаBae, Kwangil. "Research on the American Call Options on the Stocks Paying Multiple Dividends." Journal of Derivatives and Quantitative Studies 27, no. 3 (August 31, 2019): 253–74. http://dx.doi.org/10.1108/jdqs-03-2019-b0001.
Повний текст джерелаJiménez-Gómez, Miguel, Natalia Acevedo-Prins, and Miguel David Rojas-López. "Simulation hedge investment portfolios through options portfolio." Indonesian Journal of Electrical Engineering and Computer Science 16, no. 2 (November 1, 2019): 843. http://dx.doi.org/10.11591/ijeecs.v16.i2.pp843-847.
Повний текст джерелаLi, Meng, Xuefeng Wang, and Fangfang Sun. "Proactive Hedging European Call Option Pricing with Linear Position Strategy." Discrete Dynamics in Nature and Society 2018 (September 17, 2018): 1–13. http://dx.doi.org/10.1155/2018/2087145.
Повний текст джерелаGerber, Hans U., and Elias S. W. Shiu. "Martingale Approach to Pricing Perpetual American Options." ASTIN Bulletin 24, no. 2 (November 1994): 195–220. http://dx.doi.org/10.2143/ast.24.2.2005065.
Повний текст джерелаBae, Kwangil, Jangkoo Kang, and Hwa-Sung Kim. "Call options with concave payoffs: An application to executive stock options." Journal of Futures Markets 38, no. 8 (April 25, 2018): 943–57. http://dx.doi.org/10.1002/fut.21924.
Повний текст джерелаChristain, Onugu,, Davies, Iyai, and Amad, Innocent Uchenna. "A Numerical Approximation on Black-Scholes Equation of Option Pricing." Asian Research Journal of Mathematics 19, no. 7 (May 9, 2023): 92–105. http://dx.doi.org/10.9734/arjom/2023/v19i7682.
Повний текст джерелаMA, GUIYUAN, and SONG-PING ZHU. "Pricing American call options under a hard-to-borrow stock model." European Journal of Applied Mathematics 29, no. 3 (September 22, 2017): 494–514. http://dx.doi.org/10.1017/s0956792517000262.
Повний текст джерелаYang, Ming, and Yin Gao. "Pricing formulas of binary options in uncertain financial markets." AIMS Mathematics 8, no. 10 (2023): 23336–51. http://dx.doi.org/10.3934/math.20231186.
Повний текст джерелаGuo, Meiding. "Research On The Pricing Of Rainbow Option Based On The Geometric Brownian Motion Model: Case Of Pfizer & Walmart." BCP Business & Management 32 (November 22, 2022): 438–45. http://dx.doi.org/10.54691/bcpbm.v32i.2964.
Повний текст джерелаBae, Sung C., and Haim Levy. "The Valuation of Stock Purchase Rights as Call Options." Financial Review 29, no. 3 (August 1994): 419–40. http://dx.doi.org/10.1111/j.1540-6288.1994.tb00404.x.
Повний текст джерелаSchober, Peter, and Martin Wagener. "Arbitrage potential in the Eurex order book – evidence from the financial crisis in 2008." Risk Governance and Control: Financial Markets and Institutions 5, no. 4 (2015): 300–313. http://dx.doi.org/10.22495/rgcv5i4c2art4.
Повний текст джерелаJaramillo-Restrepo, Juan Andrés, Miguel Jiménez-Gómez, and Natalia Acevedo-Prins. "Stock portfolio hedging with financial options." Indonesian Journal of Electrical Engineering and Computer Science 19, no. 3 (September 1, 2020): 1436. http://dx.doi.org/10.11591/ijeecs.v19.i3.pp1436-1443.
Повний текст джерелаChirima, Justin, Eriyoti Chikodza, and Senelani Dorothy Hove-Musekwa. "Uncertain Stochastic Option Pricing in the Presence of Uncertain Jumps." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 27, no. 04 (July 23, 2019): 613–35. http://dx.doi.org/10.1142/s0218488519500272.
Повний текст джерелаPITRAYANI, NI KADEK LANI, KOMANG DHARMAWAN, and I. NYOMAN WIDANA. "PENENTUAN KONTRAK OPSI TIPE EROPA MENGGUNAKAN MODEL SIMULASI VARIANCE GAMMA (VG)." E-Jurnal Matematika 12, no. 3 (August 23, 2023): 182. http://dx.doi.org/10.24843/mtk.2023.v12.i03.p417.
Повний текст джерелаZhang, Lidong, Yanmei Sun, and Xiangbo Meng. "European Spread Option Pricing with the Floating Interest Rate for Uncertain Financial Market." Mathematical Problems in Engineering 2020 (May 21, 2020): 1–8. http://dx.doi.org/10.1155/2020/2015845.
Повний текст джерелаBÄUERLE, NICOLE, and DANIEL SCHMITHALS. "CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS." International Journal of Theoretical and Applied Finance 24, no. 02 (March 2021): 2150011. http://dx.doi.org/10.1142/s0219024921500114.
Повний текст джерелаAnderson, Chris K., and Neil Brisley. "Employee Stock Options: An Up-and-Out Protected Barrier Call." Applied Mathematical Finance 16, no. 4 (October 2009): 347–52. http://dx.doi.org/10.1080/13504860902753251.
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 джерелаHöcht, Stephan, Dilip B. Madan, Wim Schoutens, and Eva Verschueren. "It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling." Risks 9, no. 11 (November 4, 2021): 196. http://dx.doi.org/10.3390/risks9110196.
Повний текст джерелаHuang, Xiaoxia, and Xuting Wang. "Portfolio Investment with Options Based on Uncertainty Theory." International Journal of Information Technology & Decision Making 18, no. 03 (May 2019): 929–52. http://dx.doi.org/10.1142/s0219622019500159.
Повний текст джерелаALGHALITH, MOAWIA, CHRISTOS FLOROS, and THOMAS POUFINAS. "SIMPLIFIED OPTION PRICING TECHNIQUES." Annals of Financial Economics 14, no. 01 (February 13, 2019): 1950003. http://dx.doi.org/10.1142/s2010495219500039.
Повний текст джерелаKwark, Noe-Keol, Hyoung-Goo Kang, and Sang-Gyung Jun. "Can Derivative Information Predict Stock Price Jumps?" Journal of Applied Business Research (JABR) 31, no. 3 (May 1, 2015): 845. http://dx.doi.org/10.19030/jabr.v31i3.9222.
Повний текст джерелаFadhilla, Putri, and Rudianto Artiono. "PENGGUNAAN STRATEGI HEDGING (LINDUNG NILAI) PADA PEMODELAN OPSI SAHAM KARYAWAN YANG MENGALAMI PERGERAKAN PERDAGANGAN SECARA STATIS DAN DINAMIS." MATHunesa: Jurnal Ilmiah Matematika 9, no. 3 (December 31, 2021): 532–41. http://dx.doi.org/10.26740/mathunesa.v9n3.p532-541.
Повний текст джерелаGardner, John C., and Carl B. McGowan Jr. "Valuing Coca-Cola And PepsiCo Options Using The Black-Scholes Option Pricing Model And Data Downloads From The Internet." Journal of Business Case Studies (JBCS) 8, no. 6 (October 29, 2012): 559–64. http://dx.doi.org/10.19030/jbcs.v8i6.7377.
Повний текст джерелаGuo, Xin, and Larry Shepp. "Some optimal stopping problems with nontrivial boundaries for pricing exotic options." Journal of Applied Probability 38, no. 3 (September 2001): 647–58. http://dx.doi.org/10.1239/jap/1005091029.
Повний текст джерелаGuo, Xin, and Larry Shepp. "Some optimal stopping problems with nontrivial boundaries for pricing exotic options." Journal of Applied Probability 38, no. 03 (September 2001): 647–58. http://dx.doi.org/10.1017/s0021900200018817.
Повний текст джерелаBiebuyck, Anton, and Johan H. Van Rooyen. "Valuing put options on single stock futures: Does the put-call parity relationship hold in the South African derivatives market?" Risk Governance and Control: Financial Markets and Institutions 4, no. 4 (2014): 107–19. http://dx.doi.org/10.22495/rgcv4i4c1art5.
Повний текст джерелаLee, Jaeram. "Information Contents of Order Flow Toxicity in the Options Market : The Case of KOSPI200 Index Options." Journal of Derivatives and Quantitative Studies 27, no. 4 (November 30, 2019): 365–400. http://dx.doi.org/10.1108/jdqs-04-2019-b0001.
Повний текст джерелаMegawati, Megawati, and Rudianto Artiono. "Pemodelan Opsi Saham Karyawan Menggunakan Pendekatan Top-Down." MATHunesa: Jurnal Ilmiah Matematika 9, no. 3 (December 31, 2021): 524–31. http://dx.doi.org/10.26740/mathunesa.v9n3.p524-531.
Повний текст джерелаIbrahim, Siti Nur Iqmal, Adem Kilicman, and Mohamed Faris Laham. "Analytical Formula of European-Style Power Call Options in an MFBM with Jumps Model." Journal of Engineering and Science Research 6, no. 6 (December 30, 2022): 84–87. http://dx.doi.org/10.26666/rmp.jesr.2022.6.8.
Повний текст джерелаFélix, Luiz, Roman Kräussl, and Philip Stork. "Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment." Journal of Behavioral Finance 20, no. 4 (January 22, 2019): 385–407. http://dx.doi.org/10.1080/15427560.2018.1511792.
Повний текст джерелаMa, Guiyuan, Song-Ping Zhu, and Wenting Chen. "Pricing European call options under a hard-to-borrow stock model." Applied Mathematics and Computation 357 (September 2019): 243–57. http://dx.doi.org/10.1016/j.amc.2019.04.002.
Повний текст джерелаPukthuanthong, Kuntara, and Thomas Walker. "On the pros and cons of employee stock options: What are the alternatives?" Corporate Ownership and Control 4, no. 1 (2006): 266–83. http://dx.doi.org/10.22495/cocv4i1c2p3.
Повний текст джерелаHuang, Hong, and Yufu Ning. "Risk-Neutral Pricing Method of Options Based on Uncertainty Theory." Symmetry 13, no. 12 (December 1, 2021): 2285. http://dx.doi.org/10.3390/sym13122285.
Повний текст джерелаKim, Suhkyong. "Financial Crisis, Put-Call Parity and Momentum Effect." Journal of Derivatives and Quantitative Studies 22, no. 1 (February 28, 2014): 141–59. http://dx.doi.org/10.1108/jdqs-01-2014-b0007.
Повний текст джерелаGoard, Joanna, and Mohammed AbaOud. "Pricing European and American Installment Options." Mathematics 10, no. 19 (September 25, 2022): 3494. http://dx.doi.org/10.3390/math10193494.
Повний текст джерелаSeamer, Michael, and Adrian Melia. "Remunerating non-executive directors with stock options: who is ignoring the regulator?" Accounting Research Journal 28, no. 3 (November 2, 2015): 251–67. http://dx.doi.org/10.1108/arj-12-2013-0092.
Повний текст джерелаShao, Zeyuan. "Pricing Technique for European Option and Application." Highlights in Business, Economics and Management 14 (June 12, 2023): 14–18. http://dx.doi.org/10.54097/hbem.v14i.8930.
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