Works matching Options (Finance)

Results: 5000

Permissibility and use of options for hedging purposes in Islamic Finance.

Published in:

Thunderbird International Business Review, 2006, v. 48, n. 3, p. 425, doi. 10.1002/tie.20103

By:

Smolarski, Jan;
Schapek, Michael;
Tahir, Mohammad Iqbal

Publication type:

Article

Finance options.

Published in:: British Dental Journal, 2005, v. 198, n. 7, p. 444, doi. 10.1038/sj.bdj.4812273
Publication type:: Article

Volatility Forecast Incorporating Investors' Sentiment and its Application in Options Trading Strategies: A Behavioural Finance Approach at Nifty 50 Index.

Published in:

Vision (09722629), 2020, v. 24, n. 2, p. 217, doi. 10.1177/0972262920914117

By:

Mutum, Kelvin

Publication type:

Article

Exit Options in Corporate Finance: Liquidity versus Incentives.

Published in:

Review of Finance, 2004, v. 8, n. 3, p. 327, doi. 10.1007/s10679-004-2542-0

By:

Aghion, Philippe;
Bolton, Patrick;
Tirole, Jean

Publication type:

Article

UNDERSTANDING COMPLEX DYNAMICS IN DERIVATIVES FINANCE: WHY DO OPTIONS MARKETS SMILE?

Published in:

Advances in Complex Systems, 2012, v. 15, n. 7, p. -1, doi. 10.1142/S0219525912500506

By:

QIU, G.;
KANDHAI, D.;
JOHNSON, N. F.;
SLOOT, P. M. A.

Publication type:

Article

Circular Economy and Value Creation: Sustainable Finance with a Real Options Approach.

Published in:

Sustainability (2071-1050), 2021, v. 13, n. 14, p. 7973, doi. 10.3390/su13147973

By:

Rodrigo-González, Amalia;
Grau-Grau, Alfredo;
Bel-Oms, Inmaculada

Publication type:

Article

Contract Farming as a Last-resort Option to Finance Rice Cultivation in Senegal.

Published in:

Journal of Development Studies, 2022, v. 58, n. 5, p. 1014, doi. 10.1080/00220388.2021.2013466

By:

Soullier, Guillaume;
Moustier, Paule

Publication type:

Article

REAL OPTIONS, CORPORATE FINANCE, AND THE FOUNDATIONS OF VALUE MAXIMIZATION.

Published in:

Journal of Applied Corporate Finance, 2003, v. 15, n. 2, p. 82

By:

Arnold, Thomas;
Shockley, Richard

Publication type:

Article

ALGERIA: Islamic Finance Options.

Published in:: Africa Research Bulletin: Economic, Financial & Technical Series, 2020, v. 57, n. 8, p. 23122C, doi. 10.1111/j.1467-6346.2020.09678.x
Publication type:: Article

On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance.

Published in:

Operations Research, 2006, v. 54, n. 6, p. 1063, doi. 10.1287/opre.1060.0334

By:

Xiaoqun Wang

Publication type:

Article

Spectral Expansions for Asian (Average Price) Options.

Published in:

Operations Research, 2004, v. 52, n. 6, p. 856, doi. 10.1287/opre.1040.0113

By:

Linetsky, Vadim

Publication type:

Article

A Framework Using Two-Factor Price Lattices for Generation Asset Valuation.

Published in:

Operations Research, 2007, v. 55, n. 2, p. 234, doi. 10.1287/opre.1060.0355

By:

Chung-Li Tseng;
Lin, Kyle Y.

Publication type:

Article

A Model of Dynamic Tax Planning with an Application to Estate Freezes.

Published in:: Journal of the American Taxation Association, 2006, v. 28, n. 1, p. 1, doi. 10.2308/jata.2006.28.1.1
Publication type:: Article

The Public Option in Housing Finance.

Published in:

U.C. Davis Law Review, 2013, v. 46, n. 4, p. 1111

By:

Levitin, Adam J.;
Wachter, Susan M.

Publication type:

Article

Application of Option Pricing Theory in Water Conservancy Finance.

Published in:

Journal of Coastal Research, 2020, v. 104, p. 633, doi. 10.2112/JCR-SI104-107.1

By:

Lu, Xiaoli;
He, Guang

Publication type:

Article

Capturing the Value of Flexibility.

Published in:

Strategic Finance, 2002, v. 84, n. 6, p. 10

By:

Frigo, Mark L.;
Amram, Martha;
Howe, Keith M.

Publication type:

Article

Options: Theory & Practice.

Published in:

1979

By:

Thorp, Edward

Publication type:

Book Review

THE BRITISH ASSET-OR-NOTHING PUT OPTION.

Published in:

International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 4, p. -1, doi. 10.1142/S0219024917500303

By:

GAO, MIN

Publication type:

Article

Reinforcement Learning in Energy Finance: A Comprehensive Review.

Published in:

Energies (19961073), 2025, v. 18, n. 11, p. 2712, doi. 10.3390/en18112712

By:

Giannelos, Spyros

Publication type:

Article

On the solution of complementarity problems arising in American options pricing.

Published in:

Optimization Methods & Software, 2011, v. 26, n. 4/5, p. 813, doi. 10.1080/10556788.2010.514341

By:

Feng, Liming;
Linetsky, Vadim;
Luis Morales, José;
Nocedal, Jorge

Publication type:

Article

Approximation of martingale couplings on the line in the adapted weak topology.

Published in:

Probability Theory & Related Fields, 2022, v. 183, n. 1/2, p. 359, doi. 10.1007/s00440-021-01103-y

By:

Beiglböck, M.;
Jourdain, B.;
Margheriti, W.;
Pammer, G.

Publication type:

Article

Justifying data warehousing investments.

Published in:

Journal of Database Management, 2000, v. 11, n. 3, p. 35

By:

Kumar, Ram L.

Publication type:

Article

How to pay for ecosystem services.

Published in:

Frontiers in Ecology & the Environment, 2024, v. 22, n. 1, p. 1, doi. 10.1002/fee.2680

By:

Plantinga, Andrew J;
Millage, Katherine;
O'Reilly, Erin;
Bieri, Tamaki;
Holmes, Nick;
Wilson, Jono;
Bradley, Darcy

Publication type:

Article

PARALLEL COMPUTING METHOD OF VALUING FOR MULTI-ASSET EUROPEAN OPTION.

Published in:

International Journal of Information Technology & Decision Making, 2004, v. 3, n. 4, p. 575, doi. 10.1142/S0219622004001252

By:

ZHENG, WEIMIN;
SHU, JIWU;
GU, YONGGEN;
DENG, XIAOTIE

Publication type:

Article

تمويل عملية التعافي من الزلزال في تركي.

Published in:

Rouya Turkiyyah, 2023, v. 12, n. 2, p. 71, doi. 10.36360/1560-012-002-005

By:

بالل باغيش

Publication type:

Article

When Valuation Considers 'Real Options.'

Published in:

Strategic Finance, 2001, v. 82, n. 12, p. 79

By:

Levinsohn, Alan

Publication type:

Article

Option Valuation with Conditional Heteroskedastic Hidden Truncation Models.

Published in:

Computational Economics, 2024, v. 63, n. 6, p. 2585, doi. 10.1007/s10614-023-10480-6

By:

Belhachemi, Rachid

Publication type:

Article

Abandonment Decision-Making of Overseas Oilfield Project Coping with Low Oil Price.

Published in:

Computational Economics, 2020, v. 55, n. 4, p. 1171, doi. 10.1007/s10614-018-9837-2

By:

Zhou, Hui-Ling;
Tang, Bao-Jun;
Cao, Hong

Publication type:

Article

Financialized accounts: Share buy-backs, mark to market and holding the financial line in the S&P 500.

Published in:

Accounting Forum, 2007, v. 31, n. 2, p. 165, doi. 10.1016/j.accfor.2006.11.002

By:

Andersson, Tord;
Haslam, Colin;
Lee, Edward;
Tsitisianis, Nick

Publication type:

Article

An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options.

Published in:

Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 229, doi. 10.1007/s10690-009-9080-x

By:

Muroi, Yoshifumi;
Yamada, Takashi

Publication type:

Article

Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance.

Published in:

Journal of Finance (Wiley-Blackwell), 2006, v. 61, n. 3, p. 1009, doi. 10.1111/j.1540-6261.2006.00865.x

By:

CARLSON, MURRAY;
FISHER, ADLAI;
GIAMMARINO, RON

Publication type:

Article

Abstracts of Papers Presented at the 1993 AFA Meetings.

Published in:: 1993
Publication type:: Abstract

Real option applications in megaproject planning: trends, relevance and research gaps. A literature review.

Published in:

European Planning Studies, 2021, v. 29, n. 3, p. 446, doi. 10.1080/09654313.2020.1742665

By:

Machiels, Thomas;
Compernolle, Tine;
Coppens, Tom

Publication type:

Article

Book Review: Quantum Finance, Path Integrals and Hamiltonians for Options and Interest Rates.

Published in:

2005

By:

Masoliver, Jaume

Publication type:

Book Review

Lie symmetry, exact solutions and conservation laws of time fractional Black–Scholes equation derived by the fractional Brownian motion.

Published in:

Journal of Applied Analysis, 2024, v. 30, n. 1, p. 137, doi. 10.1515/jaa-2023-0107

By:

Yu, Jicheng

Publication type:

Article

A note on the nonlinear Volterra integral equation for the early exercise boundary.

Published in:

Georgian Mathematical Journal, 2021, v. 28, n. 2, p. 305, doi. 10.1515/gmj-2020-2057

By:

Shashiashvili, Malkhaz;
Dochviri, Besarion;
Lominashvili, Giorgi

Publication type:

Article

A real options framework for adaptive urban design.

Published in:

Journal of Urban Design, 2021, v. 26, n. 6, p. 681, doi. 10.1080/13574809.2021.1927688

By:

Coppens, Tom;
Van Acker, Maarten;
Machiels, Thomas;
Compernolle, Tine

Publication type:

Article

Rethinking agricultural development finance in South Africa: Options for implementation.

Published in:

2008

By:

Makhura, M. N.

Publication type:

Speech

Special Study: New Finance Options for Municipal Governments.

Published in:

Canadian Tax Journal / Revue Fiscale Canadienne, 2003, v. 51, n. 6, p. 2215

By:

Kitchen, Harry M.;
Slack, Enid

Publication type:

Article

اسلام کا نظر یہ مال و ملکیت اور جدید اسلامی مالیاتی نظام میں شرکت متناقصہ کا کر دار.

Published in:

Al-Azhaar Research Journal, 2020, v. 6, n. 1, p. 65, doi. 10.46896/arj.v6i01.40

By:

محد یحیی عاصم

Publication type:

Article

An asymptotic computational method for the nonlinear weakly singular integral models in option pricing.

Published in:

Journal of Mathematical Modeling (JMM), 2023, v. 11, n. 1, p. 171, doi. 10.22124/JMM.2023.23444.2096

By:

Yazdani, Salman;
Hadizadeh, Mahmoud;
Fakoor, Vahid

Publication type:

Article

A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options.

Published in:

Applied Mathematical Finance, 2007, v. 14, n. 1, p. 91, doi. 10.1080/13504860600858410

By:

Howison, Sam

Publication type:

Article

Numerical Procedure for Calibration of Volatility with American Options.

Published in:

Applied Mathematical Finance, 2005, v. 12, n. 3, p. 201, doi. 10.1080/1350486042000297252

By:

Achdou, Yves;
Pironneau, Olivier

Publication type:

Article

Economic impacts of agricultural policy responses to the outbreak of COVID-19.

Published in:

Estudios Gerenciales, 2022, v. 38, n. 163, p. 200, doi. 10.18046/j.estger.2022.163.4924

By:

Elena Jiménez, Dora;
Saldarriaga-Isaza, Adrián

Publication type:

Article

AN EMPIRICAL TEST OF HEURISTICS AND BIASES AFFECTING REAL OPTION VALUATION.

Published in:

Strategic Management Journal (Wiley-Blackwell) - 1980 to 2009, 2004, v. 25, n. 3, p. 269, doi. 10.1002/smj.374

By:

Miller, Kent D.;
Shapira, Zur

Publication type:

Article

Radial basis function methods to solve partial differential equations arising in financial applications-A review.

Published in:

Nonlinear Studies, 2017, v. 24, n. 1, p. 15

By:

Arora, Geeta;
Bhatia, Gurpreet Singh

Publication type:

Article

A REDUCTION METHOD APPLICABLE TO COMPOUND OPTION FORMULAS.

Published in:

Management Science, 1989, v. 35, n. 7, p. 823, doi. 10.1287/mnsc.35.7.823

By:

Schroder, Mark

Publication type:

Article

Credit Risk in G20 Nations: A Comparative Analysis in International Finance Using Option-Adjusted-Spreads.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 1, p. 25, doi. 10.3390/jrfm15010025

By:

Boliari, Natalia;
Topyan, Kudret

Publication type:

Article

Model-free analysis of real option exercise probability and timing.

Published in:

Quantitative Finance, 2023, v. 23, n. 10, p. 1531, doi. 10.1080/14697688.2023.2243995

By:

Kang, Sang Baum;
Létourneau, Pascal

Publication type:

Article

Option Valuation with Macro-Finance Variables.

Published in:

Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 4, p. 1359, doi. 10.1017/S0022109016000442

By:

Dorion, Christian

Publication type:

Article