Статті в журналах з теми "Valuation equation"
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Callen, Jeffrey L., and Mindy Morel. "A Lintnerian Linear Accounting Valuation Model." Journal of Accounting, Auditing & Finance 15, no. 3 (July 2000): 301–14. http://dx.doi.org/10.1177/0148558x0001500307.
Повний текст джерелаMatsutani, Shigeki. "p-adic difference-difference Lotka-Volterra equation and ultra-discrete limit." International Journal of Mathematics and Mathematical Sciences 27, no. 4 (2001): 251–60. http://dx.doi.org/10.1155/s0161171201010808.
Повний текст джерелаMatenda, Frank Ranganai, Justin Chirima, and Mabutho Sibanda. "Valuation of Corporate Debt and Equity in Uncertain Markets." International Journal of Economics and Financial Issues 13, no. 1 (January 14, 2023): 7–12. http://dx.doi.org/10.32479/ijefi.13706.
Повний текст джерелаSchwaiger, Jens. "Connections Between the Completion of Normed Spaces Over Non-Archimedean Fields and the Stability of the Cauchy Equation." Annales Mathematicae Silesianae 34, no. 1 (July 1, 2020): 151–63. http://dx.doi.org/10.2478/amsil-2020-0002.
Повний текст джерелаShokrollahi, Foad. "Equity Warrants Pricing Formula for Uncertain Financial Market." Mathematical and Computational Applications 27, no. 2 (February 22, 2022): 18. http://dx.doi.org/10.3390/mca27020018.
Повний текст джерелаSchall, Lawrence D. "Valuation of an Equity Interest." Review of Pacific Basin Financial Markets and Policies 18, no. 04 (December 2015): 1550021. http://dx.doi.org/10.1142/s0219091515500216.
Повний текст джерелаLindgren, Jussi. "Efficient Markets and Contingent Claims Valuation: An Information Theoretic Approach." Entropy 22, no. 11 (November 12, 2020): 1283. http://dx.doi.org/10.3390/e22111283.
Повний текст джерелаAdamowicz, Krzysztof. "The unresolved problem of determining the forest interest rate." Folia Forestalia Polonica 60, no. 2 (June 1, 2018): 122–30. http://dx.doi.org/10.2478/ffp-2018-0012.
Повний текст джерелаSawal, A. S., S. N. I. Ibrahim, and T. R. N. Roslan. "Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates." Mathematical Modeling and Computing 9, no. 4 (2022): 882–91. http://dx.doi.org/10.23939/mmc2022.04.882.
Повний текст джерелаEKSTRÖM, ERIK, and JOHAN TYSK. "DUPIRE'S EQUATION FOR BUBBLES." International Journal of Theoretical and Applied Finance 15, no. 06 (September 2012): 1250041. http://dx.doi.org/10.1142/s0219024912500410.
Повний текст джерелаMALLIER, R., and J. GOARD. "INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS." ANZIAM Journal 60, no. 1 (July 2018): 65–85. http://dx.doi.org/10.1017/s1446181118000160.
Повний текст джерелаIrmak, Nurettin. "PRODUCT OF FACTORIALS IN THE SEQUENCE {gn}." Journal of Mathematical Sciences: Advances and Applications 69, no. 1 (November 20, 2021): 37–42. http://dx.doi.org/10.18642/jmsaa_7100122231.
Повний текст джерелаGhosh, Saibal. "Leverage, managerial monitoring and firm valuation: A simultaneous equation approach." Research in Economics 61, no. 2 (June 2007): 84–98. http://dx.doi.org/10.1016/j.rie.2007.03.001.
Повний текст джерелаDehghan, Mehdi, and Somayeh Pourghanbar. "Solution of the Black-Scholes Equation for Pricing of Barrier Option." Zeitschrift für Naturforschung A 66, no. 5 (May 1, 2011): 289–96. http://dx.doi.org/10.1515/zna-2011-0504.
Повний текст джерелаMaulana, Kinan Bahuweda, and Ari Prasetyo. "Pengaruh Metode Penilaian Persediaan dan Gross Profit Margin Terhadap Nilai Pasar (Studi Pada Perusahaan Dagang Yang Terdaftar Di Daftar Efek Syariah Periode 2009-2014)." Jurnal Ekonomi Syariah Teori dan Terapan 2, no. 8 (December 17, 2015): 627. http://dx.doi.org/10.20473/vol2iss20158pp627-641.
Повний текст джерелаSalvador, Beatriz, Cornelis W. Oosterlee, and Remco van der Meer. "European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks." Proceedings 54, no. 1 (August 19, 2020): 14. http://dx.doi.org/10.3390/proceedings2020054014.
Повний текст джерелаLe, Nhat-Tan, and Minh-Man Ngo. "Valuation of non-recourse stock loan using an integral equation approach." Journal of Integral Equations and Applications 32, no. 2 (June 2020): 181–92. http://dx.doi.org/10.1216/jie.2020.32.181.
Повний текст джерелаSADEK, MOHAMMAD. "Counting models of genus one curves." Mathematical Proceedings of the Cambridge Philosophical Society 150, no. 3 (January 12, 2011): 399–417. http://dx.doi.org/10.1017/s0305004110000666.
Повний текст джерелаDierkes, Stefan, and Imke de Maeyer. "Valuation with mixed financing strategies." Business Research 13, no. 3 (October 15, 2020): 1317–41. http://dx.doi.org/10.1007/s40685-020-00126-w.
Повний текст джерелаAzar, Samih Antoine. "LOSS AVERSION IS CONSISTENT WITH STOCK MARKET BEHAVIOR." International Journal of Accounting & Finance Review 5, no. 4 (November 25, 2020): 60–73. http://dx.doi.org/10.46281/ijafr.v5i4.893.
Повний текст джерелаRuan, Xinfeng, Wenli Zhu, Shuang Li, and Jiexiang Huang. "Option Pricing under Risk-Minimization Criterion in an Incomplete Market with the Finite Difference Method." Mathematical Problems in Engineering 2013 (2013): 1–9. http://dx.doi.org/10.1155/2013/165727.
Повний текст джерелаHolland, Larry C. "A Flexible Valuation Model Incorporating Declining Growth Rates." Accounting and Finance Research 7, no. 1 (November 27, 2017): 116. http://dx.doi.org/10.5430/afr.v7n1p116.
Повний текст джерелаPaseka, Alex, and Aerambamoorthy Thavaneswaran. "Bond valuation for generalized Langevin processes with integrated Lévy noise." Journal of Risk Finance 18, no. 5 (November 20, 2017): 541–63. http://dx.doi.org/10.1108/jrf-09-2016-0125.
Повний текст джерелаSalvador, Beatriz, Cornelis W. Oosterlee, and Remco van der Meer. "Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks." Mathematics 9, no. 1 (December 28, 2020): 46. http://dx.doi.org/10.3390/math9010046.
Повний текст джерелаTrojovský, Pavel. "On Diophantine Equations Related to Order of Appearance in Fibonacci Sequence." Mathematics 7, no. 11 (November 7, 2019): 1073. http://dx.doi.org/10.3390/math7111073.
Повний текст джерелаZhang, Shuhua, and Zhuo Yang. "The Valuation of Carbon Bonds Linked with Carbon Price." Computational Methods in Applied Mathematics 16, no. 2 (April 1, 2016): 345–59. http://dx.doi.org/10.1515/cmam-2016-0001.
Повний текст джерелаWhitehead, John C. "Measuring Use Value from Recreation Participation." Journal of Agricultural and Applied Economics 24, no. 2 (December 1992): 113–19. http://dx.doi.org/10.1017/s0081305200018434.
Повний текст джерелаGantino, Rilla, and Erwin Erwin. "PENGARUH BIAYA KUALITAS TERHADAP PENJUALAN PADA PT. GUARDIAN PHARMATAMA." Journal of Applied Finance & Accounting 2, no. 2 (June 30, 2010): 138–67. http://dx.doi.org/10.21512/jafa.v2i2.159.
Повний текст джерелаChawla, M. M., and D. J. Evans. "Numerical volatility in option valuation from Black–Scholes equation by finite differences." International Journal of Computer Mathematics 81, no. 8 (August 2004): 1039–41. http://dx.doi.org/10.1080/03057920412331272234.
Повний текст джерелаRoch, Alexandre F. "Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type." Journal of Probability and Statistics 2010 (2010): 1–18. http://dx.doi.org/10.1155/2010/863585.
Повний текст джерелаLuo, Xiankang, and Jie Xing. "Optimal Surrender Policy of Guaranteed Minimum Maturity Benefits in Variable Annuities with Regime-Switching Volatility." Mathematical Problems in Engineering 2021 (July 13, 2021): 1–20. http://dx.doi.org/10.1155/2021/9969937.
Повний текст джерелаGómez-Valle, Lourdes, Miguel Angel López-Marcos, and Julia Martínez-Rodríguez. "Two New Strategies for Pricing Freight Options by Means of a Valuation PDE and by Functional Bounds." Mathematics 8, no. 4 (April 17, 2020): 620. http://dx.doi.org/10.3390/math8040620.
Повний текст джерелаJeon, Junkee, and Geonwoo Kim. "Analytic Valuation Formula for American Strangle Option in the Mean-Reversion Environment." Mathematics 10, no. 15 (July 29, 2022): 2688. http://dx.doi.org/10.3390/math10152688.
Повний текст джерелаLEVIN, ALEXANDER. "ONE- AND MULTI-FACTOR VALUATION OF MORTGAGES: COMPUTATIONAL PROBLEMS AND SHORTCUTS." International Journal of Theoretical and Applied Finance 02, no. 04 (October 1999): 441–69. http://dx.doi.org/10.1142/s0219024999000224.
Повний текст джерелаDamanik, Mario, and Khaerul Amru. "Carbon Stocks Potential and Economic Value Valuation of Carbon Stocks in Ebony Stands." Jurnal Pengelolaan Sumberdaya Alam dan Lingkungan (Journal of Natural Resources and Environmental Management) 12, no. 4 (December 30, 2022): 696–705. http://dx.doi.org/10.29244/jpsl.12.4.696-705.
Повний текст джерелаMASTINSEK, MIKLAVZ. "ON ROBUSTNESS OF THE BLACK–SCHOLES PARTIAL DIFFERENTIAL EQUATION MODEL." International Journal of Theoretical and Applied Finance 19, no. 02 (March 2016): 1650013. http://dx.doi.org/10.1142/s0219024916500138.
Повний текст джерелаCunningham, William A., Amanda Kesek, and Samantha M. Mowrer. "Distinct Orbitofrontal Regions Encode Stimulus and Choice Valuation." Journal of Cognitive Neuroscience 21, no. 10 (October 2009): 1956–66. http://dx.doi.org/10.1162/jocn.2008.21148.
Повний текст джерелаLAPEYRE, BERNARD, and MAROUAN IBEN TAARIT. "A FORWARD EQUATION FOR COMPUTING DERIVATIVES EXPOSURE." International Journal of Theoretical and Applied Finance 22, no. 03 (May 2019): 1950015. http://dx.doi.org/10.1142/s0219024919500158.
Повний текст джерелаReisinger, Christoph, and Rasmus Wissmann. "Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions." Journal of Computational Finance 18, no. 4 (June 2015): 95–127. http://dx.doi.org/10.21314/jcf.2015.302.
Повний текст джерелаZagheni, Emilio, and Francesco C. Billari. "A cost valuation model based on a stochastic representation of the IPAT equation." Population and Environment 29, no. 2 (November 2007): 68–82. http://dx.doi.org/10.1007/s11111-008-0061-1.
Повний текст джерелаKaiser, Zoltán. "On stability of the Cauchy equation in normed spaces over fields with valuation." Publicationes Mathematicae Debrecen 64, no. 1-2 (January 1, 2004): 189–200. http://dx.doi.org/10.5486/pmd.2004.2937.
Повний текст джерелаTrifonov, Nikolai Yu. "Development of the Risk Accumulation Method for Calculating the Capitalization Rate." Economics of Contemporary Russia, no. 1 (March 29, 2021): 7–14. http://dx.doi.org/10.33293/1609-1442-2021-1(92)-7-14.
Повний текст джерелаDasGupta, Ranjan, and Rashmi Singh. "Antecedents of Firm’s Risk-play – A Structural Equation Modeling Approach in an Emerging Market Context." Australasian Business, Accounting & Finance Journal 15, no. 2 (2021): 56–82. http://dx.doi.org/10.14453/aabfj.v15i2.5.
Повний текст джерелаDasgupta, Ranjan, and Rashmi Singh. "Antecedents of Firm’s Risk-play – A Structural Equation Modeling Approach in an Emerging Market Context." Australasian Business, Accounting and Finance Journal 15, no. 3 (2021): 67–94. http://dx.doi.org/10.14453/aabfj.v15i3.5.
Повний текст джерелаLo, C. F., H. M. Tang, K. C. Ku, and C. H. Hui. "Valuing Time-Dependent CEV Barrier Options." Journal of Applied Mathematics and Decision Sciences 2009 (August 6, 2009): 1–17. http://dx.doi.org/10.1155/2009/359623.
Повний текст джерелаAtaguba, Joseph Obaje. "Spreadsheet Iteration of Reversionary Leasehold Rental Growth Rate Within The Framework of Explicit DCF Appraisals." International Journal of Built Environment and Sustainability 8, no. 1 (December 29, 2020): 29–45. http://dx.doi.org/10.11113/ijbes.v8.n1.576.
Повний текст джерелаSUZUKI, ATSUO, and KATSUSHIGE SAWAKI. "THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES." Asia-Pacific Journal of Operational Research 27, no. 02 (April 2010): 227–42. http://dx.doi.org/10.1142/s021759591000265x.
Повний текст джерелаKwok, Yue-Kuen, Lixin Wu, and Hong Yu. "Pricing Multi-Asset Options with an External Barrier." International Journal of Theoretical and Applied Finance 01, no. 04 (October 1998): 523–41. http://dx.doi.org/10.1142/s021902499800028x.
Повний текст джерелаBUFFINGTON, JOHN, and ROBERT J. ELLIOTT. "AMERICAN OPTIONS WITH REGIME SWITCHING." International Journal of Theoretical and Applied Finance 05, no. 05 (August 2002): 497–514. http://dx.doi.org/10.1142/s0219024902001523.
Повний текст джерелаKaiser, Zoltán. "On stability of the monomial functional equation in normed spaces over fields with valuation." Journal of Mathematical Analysis and Applications 322, no. 2 (October 2006): 1188–98. http://dx.doi.org/10.1016/j.jmaa.2005.04.087.
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