Works matching DE "OPTION value"

Results: 235

DYNAMIC INVESTMENT IN EXTRACTION CAPACITY OF EXHAUSTIBLE RESOURCES.

Published in:

Scottish Journal of Political Economy, 2010, v. 57, n. 3, p. 359, doi. 10.1111/j.1467-9485.2009.00522.x

By:

Ghoddusi, Hamed

Publication type:

Article

Making The Most Out of Programme Evaluations and Social Experiments: Accounting For Heterogeneity in Programme Impacts.

Published in:

Review of Economic Studies, 1997, v. 64, n. 4, p. 487, doi. 10.2307/2971729

By:

Heckman, James J.;
Smith, Jeffrey

Publication type:

Article

Uncertainty and Option Value in Land Allocation Problems.

Published in:

Annals of Operations Research, 2003, v. 124, n. 1-4, p. 165, doi. 10.1023/B:ANOR.0000004767.84402.b3

By:

Messina, Vincenzina;
Bosetti, Valentina

Publication type:

Article

A Pricing Model for American Options with Gaussian Interest Rates.

Published in:

Annals of Operations Research, 2000, v. 100, n. 1-4, p. 211, doi. 10.1023/A:1019275302878

By:

Menkveld, Albert J.;
Vorst, Ton

Publication type:

Article

Can real option values explain apparent storage at a loss?

Published in:

Applied Economics, 2012, v. 44, n. 16, p. 2081, doi. 10.1080/00036846.2011.558483

By:

Kim, Hyun Seok;
Brorsen, B.Wade

Publication type:

Article

Is investment time irreversible? Some empirical evidence for disaggregated UK manufacturing data

Published in:

Applied Economics, 2006, v. 38, n. 19, p. 2265, doi. 10.1080/00036840500427551

By:

Speight, Alan E. H.;
Thompson, Piers

Publication type:

Article

Irreversible capital accumulation under interest rate uncertainty.

Published in:

Mathematical Methods of Operations Research, 2010, v. 72, n. 2, p. 249, doi. 10.1007/s00186-010-0319-0

By:

Alvarez, Luis H. R.

Publication type:

Article

Local Traits and Securitized Commercial Mortgage Default.

Published in:

Journal of Real Estate Finance & Economics, 2013, v. 47, n. 4, p. 787, doi. 10.1007/s11146-013-9431-2

By:

An, Xudong;
Deng, Yongheng;
Nichols, Joseph;
Sanders, Anthony

Publication type:

Article

Development Value: A Real Options Approach Using Empirical Data.

Published in:

Journal of Real Estate Finance & Economics, 2011, v. 43, n. 3, p. 321, doi. 10.1007/s11146-010-9277-9

By:

Grovenstein, Robert;
Kau, James;
Munneke, Henry

Publication type:

Article

How Does a Development Moratorium Affect Development Timing Choices and Land Values?

Published in:

Journal of Real Estate Finance & Economics, 2009, v. 39, n. 3, p. 301, doi. 10.1007/s11146-009-9184-0

By:

Jyh-Bang Jou;
Tan (Charlene) Lee

Publication type:

Article

Buyer-Type Effects in Conservation and Preservation Property Values.

Published in:

Journal of Real Estate Finance & Economics, 2006, v. 33, n. 2, p. 167, doi. 10.1007/s11146-006-8947-0

By:

Winfree, Jason;
McCluskey, Jill;
Mittelhammer, Ron

Publication type:

Article

Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure.

Published in:

Journal of Real Estate Finance & Economics, 2001, v. 23, n. 2, p. 213, doi. 10.1023/A:1011110501074

By:

Ambrose, Brent W.;
Capone Jr., Charles A.;
Yongheng Deng

Publication type:

Article

Experimentation and the Returns to Entrepreneurship.

Published in:

Review of Financial Studies, 2016, v. 29, n. 9, p. 2319, doi. 10.1093/rfs/hhw019

By:

Manso, Gustavo

Publication type:

Article

Dynamic Investment and Financing under Personal Taxation.

Published in:

Review of Financial Studies, 2010, v. 23, n. 1, p. 101, doi. 10.1093/rfs/hhp062

By:

Morellec, Erwan;
Schürhoff, Norman

Publication type:

Article

Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications.

Published in:

Review of Financial Studies, 2004, v. 17, n. 2, p. 581, doi. 10.1093/rfs/hhg058

By:

Ser-Huang Poon;
Rockinger, Michael;
Tawn, Jonathan

Publication type:

Article

A closed-form GARCH option valuation model.

Published in:

Review of Financial Studies, 2000, v. 13, n. 3, doi. 10.1093/rfs/13.3.585

By:

Heston, SL;
Heston, Steven L.;
Nandi, S;
Nandi, Saikat

Publication type:

Article

Large-scale Parallel Simulation of High-dimensional American Option Pricing.

Published in:

Journal of Algorithms & Computational Technology, 2012, v. 6, n. 1, p. 1, doi. 10.1260/1748-3018.6.1.1

By:

Hong-xu, Chang;
Zhong-hua, Lu;
Xue-bin, Chi

Publication type:

Article

A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters.

Published in:

Computational Economics, 2016, v. 48, n. 1, p. 131, doi. 10.1007/s10614-015-9506-7

By:

Farnoosh, Rahman;
Rezazadeh, Hamidreza;
Sobhani, Amirhossein;
Beheshti, M.

Publication type:

Article

Interaction entre clause de remboursement anticipé d'une obligation et risque de défaut.

Published in:

Revue des Sciences de Gestion, 2007, n. 228, p. 103, doi. 10.1051/larsg:2007057

By:

Goffin, Marion

Publication type:

Article

Numerical methods for dynamic Bertrand oligopoly and American options under regime switching.

Published in:

Quantitative Finance, 2016, v. 16, n. 11, p. 1741, doi. 10.1080/14697688.2016.1167281

By:

Amarala, Swathi;
Wan, Justin W. L.

Publication type:

Article

Efficient quadrature and node positioning for exotic option valuation.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 11, p. 1026, doi. 10.1002/fut.20462

By:

Chung, San‐Lin;
Ko, Kunyi;
Shackleton, Mark B.;
Yeh, Chung‐Ying

Publication type:

Article

Estimation and forecasting of stock volatility with range-based estimators.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 6, p. 561, doi. 10.1002/fut.20321

By:

Jacob, Joshy

Publication type:

Article

Pricing European Asian options with skewness and kurtosis in the underlying distribution.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 6, p. 598, doi. 10.1002/fut.20324

By:

Keng-Hsin Lo;
Kehluh Wang;
Ming-Feng Hsu

Publication type:

Article

Currency barrier option pricing with mean reversion.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 10, p. 939, doi. 10.1002/fut.20223

By:

Hui, C. H.;
Lo, C. F.

Publication type:

Article

Updating the estimation of the supply of storage.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 7, p. 657, doi. 10.1002/fut.20205

By:

Zulauf, Carl R.;
Zhou, Haijiang;
Roberts, Matthew C.

Publication type:

Article

A non-lattice pricing model of American options under stochastic volatility.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 5, p. 417, doi. 10.1002/fut.20207

By:

Zhang, Zhe;
Lim, Kian-Guan

Publication type:

Article

SWITCHING ASYMMETRIC GARCH AND OPTIONS ON A VOLATILITY INDEX.

Published in:

Journal of Futures Markets, 2004, v. 24, n. 3, p. 251, doi. 10.1002/fut.10114

By:

Daouk, Hazem;
Jie Qun Guo, Hazem

Publication type:

Article

EFFECTS OF REDUCED GOVERNMENT DEFICIENCY PAYMENTS ON POST-HARVEST WHEAT MARKETING STRATEGIES.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 3, p. 243, doi. 10.1002/(SICI)1096-9934(200003)20:3<243::AID-FUT3>3.0.CO;2-F

By:

Adam, Brian D.;
Betts, Steven

Publication type:

Article

A NOTE ON THE VALUATION OF AN EXOTIC TIMING OPTION.

Published in:

Journal of Futures Markets, 1997, v. 17, n. 4, p. 483, doi. 10.1002/(SICI)1096-9934(199706)17:4<483::AID-FUT6>3.0.CO;2-D

By:

Bellalah, Mondher;
Prigent, Jean-Luc

Publication type:

Article

Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation.

Published in:

Financial Analysts Journal, 1997, v. 53, n. 1, p. 62, doi. 10.2469/faj.v53.n1.2057

By:

Beaglehole, David R.;
Dybvig, Philip H.;
Zhou, Guofu

Publication type:

Article

Enhanced Numerical Methods for Options with Barriers.

Published in:

Financial Analysts Journal, 1995, v. 51, n. 6, p. 65, doi. 10.2469/faj.v51.n6.1951

By:

Derman, Emanuel;
Kani, Iraj;
Ergener, Deniz;
Bardhan, Indrajit

Publication type:

Article

What Does an Option Pricing Model Tell Us About Option Prices?

Published in:

Financial Analysts Journal, 1989, v. 45, n. 5, p. 12

By:

Figlewski, Stephen

Publication type:

Article

An Index of Listed Option Premiums.

Published in:

Financial Analysts Journal, 1977, v. 33, n. 3, p. 70, doi. 10.2469/faj.v33.n3.70

By:

Gastineau, Gary L.

Publication type:

Article

Instant Option Valuation.

Published in:

Financial Analysts Journal, 1977, v. 33, n. 3, p. 62, doi. 10.2469/faj.v33.n3.62

By:

Dimson, Elroy

Publication type:

Article

Higher-Level Targets for Ecosystem Services and Biodiversity Should Focus on Regional Capacity for Effective Trade-Offs.

Published in:

Diversity (14242818), 2011, v. 3, n. 1, p. 1, doi. 10.3390/d3010001

By:

Faith, Daniel P.

Publication type:

Article

On the valuation of American exchange options: an analytical approximation.

Published in:

Applied Economics Letters, 2010, v. 17, n. 14, p. 1429, doi. 10.1080/13504850903018705

By:

Andrikopoulos, Andreas

Publication type:

Article

Stochastic Equipment Capital Budgeting with Technological Progress.

Published in:

European Financial Management, 2014, v. 20, n. 5, p. 1031, doi. 10.1111/eufm.12000

By:

Adkins, Roger;
Paxson, Dean

Publication type:

Article

Wage-distance Regulation in Social-welfare Programs: an Option-theory Perspective.

Published in:

Journal of Economics, 1998, v. 68, n. 3, p. 271, doi. 10.1007/BF01237196

By:

Feist, Holger

Publication type:

Article

AN EXAMINATION OF THE ASSUMED VOLATILITY RATES IN THE COMPUTATION OF THE FAIR VALUE OF INCENTIVE STOCK OPTIONS.

Published in:

Journal of Accounting & Finance Research, 2004, v. 12, n. 2, p. 52

By:

Amlie, Thomas T.;
Mitschow, Mark C.

Publication type:

Article

Production technology option value: the case of rbST in Michigan.

Published in:

Agricultural Economics, 2012, v. 43, p. 1, doi. 10.1111/j.1574-0862.2012.00615.x

By:

Olynk, Nicole J.;
Wolf, Christopher A.;
Tonsor, Glynn T.

Publication type:

Article

Valuing options for reserve water in the Fitzroy Basin.

Published in:

Australian Journal of Agricultural & Resource Economics, 2005, v. 49, n. 1, p. 91, doi. 10.1111/j.1467-8489.2005.00265.x

By:

Rolfe, John;
Windle, Jill

Publication type:

Article

Riskiness of Real Estate Development: A Perspective from Urban Economics and Option Value Theory.

Published in:

Real Estate Economics, 2020, v. 48, n. 2, p. 406, doi. 10.1111/1540-6229.12258

By:

Geltner, David;
Kumar, Anil;
Van de Minne, Alex M.

Publication type:

Article

Hedonic Models with Redevelopment Options under Uncertainty.

Published in:

Real Estate Economics, 2012, v. 40, n. 2, p. 197, doi. 10.1111/j.1540-6229.2011.00323.x

By:

Clapp, John M.;
Jou, Jyh-Bang;
(Charlene) Lee, Tan

Publication type:

Article

THE VALUE OF WAITING TO INVEST.

Published in:

Quarterly Journal of Economics, 1986, v. 101, n. 4, p. 707, doi. 10.2307/1884175

By:

Mcdonald, Robert;
Siegel, Daniel

Publication type:

Article

Assessing the welfare change from a pension reform.

Published in:

International Tax & Public Finance, 2011, v. 18, n. 6, p. 634, doi. 10.1007/s10797-011-9178-8

By:

Karlström, Anders;
Palme, Mårten;
Svensson, Ingemar

Publication type:

Article

Another way to understand the real options value for engineers.

Published in:

International Journal of Advanced Manufacturing Technology, 2014, v. 70, n. 5-8, p. 1283, doi. 10.1007/s00170-013-5322-1

By:

Kim, Gyutai;
Kim, Yoonbai;
Kang, Jangha

Publication type:

Article

The NBA Draft: A Put Option Analogy.

Published in:

Journal of Sports Economics, 2012, v. 13, n. 3, p. 223, doi. 10.1177/1527002511406128

By:

Arel, Barbara;
Tomas, Michael J.

Publication type:

Article

Path integral pricing of Asian options on state-dependent volatility models.

Published in:

Quantitative Finance, 2008, v. 8, n. 2, p. 147, doi. 10.1080/14697680701282186

By:

Campolieti, Giuseppe;
Makarov, Roman

Publication type:

Article

A multi-factor jump-diffusion model for commodities.

Published in:

Quantitative Finance, 2008, v. 8, n. 2, p. 181, doi. 10.1080/14697680701253021

By:

Crosby, John

Publication type:

Article

Option valuation, time-changed processes and the fast Fourier transform.

Published in:

Quantitative Finance, 2008, v. 8, n. 2, p. 103, doi. 10.1080/14697680701207456

By:

Gutiérrez, Óscar

Publication type:

Article