Works matching DE "OPTIONS (Finance)"

Results: 4230

The link between intraday signals and call warrant mispricing.

Published in:

Service Industries Journal, 2010, v. 30, n. 13, p. 2273, doi. 10.1080/02642060802629885

By:

Lin, Yueh-Neng;
Yeh, Shih-Kuo;
Chuan, Shih-Ching;
Jordan, StevenJ.

Publication type:

Article

Enabling cross border open finance systems in Latin America: is consent enough to develop them?

Published in:

International Review of Law, Computers & Technology, 2025, v. 39, n. 1, p. 95, doi. 10.1080/13600869.2024.2364424

By:

Chomczyk Penedo, Andrés

Publication type:

Article

Irreversibility, sunk costs and investment under incomplete information.

Published in:

R&D Management, 2001, v. 31, n. 2, doi. 10.1111/1467-9310.00202

By:

Bellalah, Mondher

Publication type:

Article

An option approach to the new product development process: a case study at Philips Electronics.

Published in:

R&D Management, 2001, v. 31, n. 2, doi. 10.1111/1467-9310.00206

By:

Lint, Onno;
Lint, Omno;
Pennings, Enrico

Publication type:

Article

The use of options theory to value research in the service sector.

Published in:

R&D Management, 2001, v. 31, n. 2, doi. 10.1111/1467-9310.00207

By:

Jensen, Kjeld;
Warren, Paul

Publication type:

Article

Optimal exploration investments under price and geological-technical uncertainty: a real options model.

Published in:

R&D Management, 2001, v. 31, n. 2, doi. 10.1111/1467-9310.00208

By:

Cortazar, Gonzalo;
Schwartz, Eduardo S.;
Casassus, Jaime

Publication type:

Article

Valuation of venture capital investments: empirical evidence.

Published in:

R&D Management, 2001, v. 31, n. 2, doi. 10.1111/1467-9310.00211

By:

Seppä, Tuukka J.;
Laamanen, Tomi

Publication type:

Article

Evaluating growth options as sources of value for pharmaceutical research projects.

Published in:

R&D Management, 2001, v. 31, n. 2, doi. 10.1111/1467-9310.00212

By:

Loch, Christoph H.;
Bode‐Greuel, Kerstin

Publication type:

Article

Editorial: The Layfield Report.

Published in:

1977

By:

Johnson, Nevil

Publication type:

Editorial

Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option.

Published in:

Numerical Methods for Partial Differential Equations, 2022, v. 38, n. 5, p. 1195, doi. 10.1002/num.22729

By:

Kumar, Devendra;
Deswal, Komal

Publication type:

Article

Novel numerical techniques for the finite moment log stable computational model for European call option.

Published in:

Numerical Methods for Partial Differential Equations, 2020, v. 36, n. 6, p. 1537, doi. 10.1002/num.22490

By:

An, Xingyu;
Liu, Fawang;
Chen, Shanzhen;
Anh, Vo V.

Publication type:

Article

Atogepant May be More Cost Effective vs Rimegepant for Episodic Migraine, According to New, Indirect Comparison.

Published in:: Patient Care (Online), 2025, p. 4
Publication type:: Article

Unlock Optimal Cash Flow and Financing Solutions for Your Infusion Center.

Published in:: Patient Care (Online), 2024, p. 1
Publication type:: Article

Extremal measures and hedging in American options.

Published in:

Automation & Remote Control, 2016, v. 77, n. 6, p. 1041, doi. 10.1134/S0005117916060084

By:

Khametov, V.;
Shelemekh, E.

Publication type:

Article

Superhedging of American options on an incomplete market with discrete time and finite horizon.

Published in:

Automation & Remote Control, 2015, v. 76, n. 9, p. 1616, doi. 10.1134/S0005117915090088

By:

Khametov, V.;
Shelemekh, E.

Publication type:

Article

Evaluating Target Performance for Downside Buffer ETFs.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 4, p. 6, doi. 10.3905/jbis.2023.1.049

By:

Hill, Joanne M.

Publication type:

Article

Using Covered Calls to Unlock Growth Equity for Income Investors.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 4, p. 22, doi. 10.3905/jbis.2023.1.040

By:

Staines, Joe;
Onifade, Bolanle

Publication type:

Article

Option Pricing with Given Risk Constraints and Its Application to Life Insurance Contracts.

Published in:

AppliedMath, 2025, v. 5, n. 1, p. 25, doi. 10.3390/appliedmath5010025

By:

Guo, Betty;
Melnikov, Alexander

Publication type:

Article

The Role of the Volatility in the Option Market.

Published in:

AppliedMath, 2023, v. 3, n. 4, p. 882, doi. 10.3390/appliedmath3040047

By:

Arraut, Ivan;
Lei, Ka-I

Publication type:

Article

Valuation of Timber Harvest Contracts as American Call Options with Modified Least-Squares Monte Carlo Algorithm.

Published in:

Forest Science, 2010, v. 56, n. 5, p. 494, doi. 10.1093/forestscience/56.5.494

By:

Petrasek, Stanislav;
erez-Garcia, John M.

Publication type:

Article

Market Reform and Efficiency: The Case of KOSPI200 Options.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 12, p. 2687, doi. 10.1080/1540496X.2018.1496424

By:

Yang, Heejin;
Ryu, Doojin;
Ryu, Doowon

Publication type:

Article

Examining the Equilibrium Relationship Between the Shanghai 50 Stock Index Futures and the Shanghai 50 ETF Options Markets.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 11, p. 2557, doi. 10.1080/1540496X.2018.1483824

By:

Wang, Jinzhong;
Kang, Hao;
Xia, Fei;
Li, Guowei

Publication type:

Article

Guest Editor's Introduction: ISFA 2010.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 4, doi. 10.2753/REE1540-496X4801S100

By:

Fang, Wenchang

Publication type:

Article

Options Trading Based on the Forecasting of Volatility Direction with the Incorporation of Investor Sentiment.

Published in:

Emerging Markets Finance & Trade, 2011, v. 47, n. 2, p. 31, doi. 10.2753/REE1540-496X470203

By:

Her-Jiun Sheu;
Yu-Chen Wei

Publication type:

Article

Are They Hedgers or Speculators? Evidence from South Korea's Political Elections.

Published in:

Emerging Markets Finance & Trade, 2009, v. 45, n. 1, p. 19, doi. 10.2753/REE1540-496X450102

By:

Chun-Da Chen;
Wan-Wei Tang

Publication type:

Article

Editor's Introduction.

Published in:

Emerging Markets Finance & Trade, 2008, v. 44, n. 3, p. 3, doi. 10.2753/REE1540-496X440300

By:

Kutan, Ali M.

Publication type:

Article

IADA, opción metodológica para la formación del director coral.

Published in:

Epistemus. Journal of Music, Cognition & Culture Research, 2022, v. 10, n. 1, p. 27, doi. 10.24215/18530494e039

By:

Triviño Valbuena, Andrea;
Pineda Bedoya, Andrés

Publication type:

Article

MODEL OF INVESTMENT DECISION-MAKING IN A SMALL INDUSTRIAL ENTERPRISE.

Published in:

Forum Scientiae Oeconomia, 2019, v. 7, n. 4, p. 7, doi. 10.23762/FSO_VOL7_NO4_1

By:

VETROVA, ELENA;
DOROSHENKO, SOFIYA;
TIHOMIROV, NIKITA;
KHAKIMOVA, GALIYA;
KAKAVA, LASHA

Publication type:

Article

Using Real Options Theory to Irrigation Dam Investment Analysis: An Application of Binomial Option Pricing Model.

Published in:

Water Resources Management, 2007, v. 21, n. 10, p. 1717, doi. 10.1007/s11269-006-9122-3

By:

Michailidis, Anastasios;
Mattas, Konstadinos

Publication type:

Article

On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach.

Published in:

Advances in Data Science & Adaptive Analysis, 2020, v. 12, n. 3/4, p. N.PAG, doi. 10.1142/S2424922X20500102

By:

Boiquaye, Perpetual Andam

Publication type:

Article

Cost of Illiquidity: Marketability and Liquidity Discounts in a Margrabe Exchange Option Framework.

Published in:

Journal of Forensic Accounting Research, 2023, v. 8, n. 1, p. 357, doi. 10.2308/JFAR-2023-006

By:

Abbott, Ashok Bhardwaj

Publication type:

Article

FINANCIACIÓN SANITARIA EN ESPAÑA Y RENDICIÓN DE CUENTAS: LA HISTORIA DE MUCHOS DÉFICITS.

Published in:

Revista de Derecho Politico, 2024, n. 119, p. 73, doi. 10.5944/rdp.119.2024.40411

By:

SÁENZ ROYO, EVA

Publication type:

Article

Currency Hedging in the Emerging Markets: All Pain No Gain.

Published in:

Journal of Wealth Management, 2015, v. 18, n. 1, p. 49, doi. 10.3905/jwm.2015.18.1.049

By:

ATWILL, TIM

Publication type:

Article

How Much Value within Foreign Direct Investment Can a Government Destroy?

Published in:

Journal of Wealth Management, 2012, v. 15, n. 1, p. 16, doi. 10.3905/jwm.2012.15.1.016

By:

Arnold, Tom;
Buchanan, Bonnie

Publication type:

Article

Where's My Delta?

Published in:

Journal of Wealth Management, 2011, v. 13, n. 4, p. 68, doi. 10.3905/jwm.2011.13.4.068

By:

MOLCHAN, JOR;
ROUAH, FABRICE DOUGLAS

Publication type:

Article

Executive Stock Options: Moral Hazard or Just Compensation?

Published in:

Journal of Wealth Management, 2008, v. 11, n. 1, p. 20, doi. 10.3905/jwm.2008.706262

By:

Chhabra, Ashvin B.

Publication type:

Article

Rethinking Principal Protection.

Published in:

Journal of Wealth Management, 2007, v. 9, n. 4, p. 62, doi. 10.3905/jwm.2007.674808

By:

Krein, David

Publication type:

Article

Further Evidence on Hedge Fund Return Predictability.

Published in:

Journal of Wealth Management, 2006, v. 9, n. 3, p. 68, doi. 10.3905/jwm.2006.661434

By:

Hamza, Olfa;
Kooli, Maher;
Roberge, Mathieu

Publication type:

Article

Hedge Fund Returns: You Can Make Them Yourself!

Published in:

Journal of Wealth Management, 2005, v. 8, n. 2, p. 62, doi. 10.3905/jwm.2005.571009

By:

Kat, Harry M.;
Palaro, Helder P.

Publication type:

Article

A Return-Risk Evaluation of an Indexed Annuity Investment.

Published in:

Journal of Wealth Management, 2005, v. 7, n. 4, p. 43, doi. 10.3905/jwm.2005.470613

By:

Lewis, W. Cris

Publication type:

Article

Investment Averaging: A Risk-Reducing Strategy.

Published in:

Journal of Wealth Management, 2005, v. 7, n. 4, p. 35, doi. 10.3905/jwm.2005.470608

By:

Dubil, Robert

Publication type:

Article

Hedge Fund Risk Factors With Option-like Structures: Examples and Explanations.

Published in:

Journal of Wealth Management, 2004, v. 7, n. 3, p. 49, doi. 10.3905/jwm.2004.450960

By:

Huber, Claus;
Kaiser, Helmut

Publication type:

Article

Taking the Sting Out of Hedge Funds.

Published in:

Journal of Wealth Management, 2003, v. 6, n. 3, p. 67, doi. 10.3905/jwm.2003.320492

By:

Kat, Harry M.

Publication type:

Article

Stock Exposures in Portfolios with Options.

Published in:

Journal of Wealth Management, 2003, v. 6, n. 3, p. 19, doi. 10.3905/jwm.2003.320486

By:

Arak, Marcelle

Publication type:

Article

Analyzing Alternative Hedging Strategies.

Published in:

Journal of Wealth Management, 2003, v. 6, n. 1, p. 8, doi. 10.3905/jwm.2003.320469

By:

Welch, Scott

Publication type:

Article

The Mortality of Funds of Hedge Funds

Published in:

Journal of Wealth Management, 2003, v. 6, n. 1, p. 42, doi. 10.3905/jwm.2003.320473

By:

Gregoriou, Greg N.

Publication type:

Article

Nexus between cryptocurrencies and global uncertainty: A quantile regression approach.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2282809

By:

Woode, John Kingsley;
Owusu Junior, Peterson;
Adam, Anokye M.;
Assifuah-Nunoo, Emmanuel;
Adjei, Audrey Foriwaa

Publication type:

Article

On regime-switching European option pricing.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2203439

By:

Kalovwe, Sebastian Kaweto;
Mwaniki, Joseph Ivivi;
Simwa, Richard Onyino

Publication type:

Article

Are Options Trading Strategies Really Effective for Hedging in the Indian Derivatives Market?

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2111783

By:

S P, Shivaprasad;
E, Geetha;
Acharya, Raghavendra;
G, Vidya Bai;
Matha, Rajeev

Publication type:

Article

The performance of zero-cost option derivative strategies during turbulent market conditions in developing and developed countries.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2106632

By:

Basson, Lj;
Ferreira-Schenk, Suné;
Dickason-Koekemoer, Zandri

Publication type:

Article