Works matching DE "OPTION value"
Results: 234
Nonparametric Option Pricing with No-Arbitrage Constraints.
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- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 53, doi. 10.1093/jjfinec/nbn016
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- Article
DYNAMIC INVESTMENT IN EXTRACTION CAPACITY OF EXHAUSTIBLE RESOURCES.
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- Scottish Journal of Political Economy, 2010, v. 57, n. 3, p. 359, doi. 10.1111/j.1467-9485.2009.00522.x
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- Article
A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters.
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- Computational Economics, 2016, v. 48, n. 1, p. 131, doi. 10.1007/s10614-015-9506-7
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- Article
The Pricing of Stock Index Futures.
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- Journal of Futures Markets, 1983, v. 3, n. 1, p. 1, doi. 10.1002/fut.3990030102
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- Article
LIMITED LIABILITIES OPTION VALUATION MODEL.
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- Acta Economica, 2012, v. 10, n. 17, p. 45
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- Article
OPTION VALUE CALCULATION AFFECTED COMPONENTS.
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- Regional Formation & Development Studies, 2013, n. 11, p. 146
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- Article
Option Valuation under Stochastic Volatility, vol. II.
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- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2017, v. 180, n. 2, p. 683, doi. 10.1111/rssa.12262
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- Article
Dynamic Lobbying Conflicts.
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- Economics of Governance, 2007, v. 8, n. 3, p. 263, doi. 10.1007/s10101-006-0019-7
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The option value of government guarantees in infrastructure projects.
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- Construction Management & Economics, 2008, v. 26, n. 11, p. 1171, doi. 10.1080/01446190802428051
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- Article
Pricing vulnerable European options with stochastic default barriers.
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- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 315, doi. 10.1093/imaman/dpm021
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- Article
Rational Shopping Behavior and the Option Value of Variable Pricing.
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- Management Science, 1998, v. 44, n. 12, p. S145, doi. 10.1287/mnsc.44.12.S145
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- Article
Valuing Risky Projects: Option Pricing Theory and Decision Analysis.
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- Management Science, 1995, v. 41, n. 5, p. 795, doi. 10.1287/mnsc.41.5.795
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- Article
Value management.
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- Quantitative Finance, 2002, v. 2, n. 2, p. 133, doi. 10.1088/1469-7688/2/2/304
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- Article
Technology Adoption with Multiple Alternative Designs and the Option to Wait.
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- Journal of Economics & Management Strategy, 2008, v. 17, n. 2, p. 413, doi. 10.1111/j.1530-9134.2008.00183.x
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- Article
Risk and Precautionary Approaches to Climate Change: Conceptual and Empirical Lessons from the Insurance Industry.
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- Journal of Management Policy & Practice, 2012, v. 13, n. 4, p. 88
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- Article
ENVIRONMENTAL INNOVATION, WAR OF ATTRITION AND INVESTMENT GRANTS.
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- International Game Theory Review, 2010, v. 12, n. 1, p. 37, doi. 10.1142/S0219198910002507
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- Article
Stochastic Equipment Capital Budgeting with Technological Progress.
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- European Financial Management, 2014, v. 20, n. 5, p. 1031, doi. 10.1111/eufm.12000
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- Article
Option pricing in the presence of natural boundaries and a quadratic diffusion term.
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- Finance & Stochastics, 1997, v. 1, n. 4, p. 331, doi. 10.1007/s007800050027
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- Article
Management of risks in clean development mechanism projects.
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- Environmental Economics & Policy Studies, 2008, v. 9, n. 4, p. 283, doi. 10.1007/BF03354012
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- Article
Historical Resources, Uncertainty and Preservation Values: An Application of Option and Optimal Stopping Models.
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- Journal of Economics & Finance, 1997, v. 21, n. 2, p. 51, doi. 10.1007/BF02920763
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- Article
Risk‐neutral moment‐based estimation of affine option pricing models*.
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- Journal of Applied Econometrics, 2018, v. 33, n. 7, p. 1007, doi. 10.1002/jae.2630
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Should we beware of the Precautionary Principle?
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- Economic Policy, 2001, v. 16, n. 33, p. 301
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ABSTRACTS.
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- 2003
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- Abstract
Response to “Biodiversity’s option value: A comment on Maier (2018)” by Faith.
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- 2018
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- Letter to the Editor
Petroleum property valuation: A binomial lattice...
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- Energy Journal, 1993, v. 14, n. 2, p. 1, doi. 10.5547/ISSN0195-6574-EJ-Vol14-No2-1
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- Article
OPTION VALUE: A GENERAL APPROACH.
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- Economic Inquiry, 1986, v. 24, n. 3, p. 455, doi. 10.1111/j.1465-7295.1986.tb01823.x
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- Article
Uncertainty and Option Value in Land Allocation Problems.
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- Annals of Operations Research, 2003, v. 124, n. 1-4, p. 165, doi. 10.1023/B:ANOR.0000004767.84402.b3
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- Article
A Pricing Model for American Options with Gaussian Interest Rates.
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- Annals of Operations Research, 2000, v. 100, n. 1-4, p. 211, doi. 10.1023/A:1019275302878
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- Article
ACCOUNTING FOR EMPLOYEE STOCK OPTIONS.
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- Accounting Review, 1962, v. 37, n. 1, p. 28
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- Article
THE EFFECTS OF ENDOWMENT AND LOSS AVERSION IN MANAGERIAL STOCK OPTION VALUATION.
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- Academy of Management Journal, 2007, v. 50, n. 1, p. 191, doi. 10.5465/AMJ.2007.24162384
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- Article
SMALL-TIME ASYMPTOTICS IN GEOMETRIC ASIAN OPTIONS FOR A STOCHASTIC VOLATILITY JUMP-DIFFUSION MODEL.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 2, p. N.PAG, doi. 10.1142/S0219024919500055
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PENALTY AMERICAN OPTIONS.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 2, p. N.PAG, doi. 10.1142/S0219024919500018
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- Article
LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 1, p. 1, doi. 10.1142/S0219024914500071
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- Article
Value Surveys as a Pedagogical Instrument in the Teaching of Intercultural Communication.
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- China Media Report Overseas, 2010, v. 6, n. 2, p. 88
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- Article
Wage-distance Regulation in Social-welfare Programs: an Option-theory Perspective.
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- Journal of Economics, 1998, v. 68, n. 3, p. 271, doi. 10.1007/BF01237196
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- Article
Decision Making In A Put-Call Parity Framework: Evidence From The Game Show 'Deal Or No Deal'.
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- Journal of Financial & Economic Practice, 2013, v. 13, n. 1, p. 72
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- Article
AN EXAMINATION OF THE ASSUMED VOLATILITY RATES IN THE COMPUTATION OF THE FAIR VALUE OF INCENTIVE STOCK OPTIONS.
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- Journal of Accounting & Finance Research, 2004, v. 12, n. 2, p. 52
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- Article
Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy.
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- Review of Quantitative Finance & Accounting, 2008, v. 31, n. 1, p. 1, doi. 10.1007/s11156-007-0057-4
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Term Structure Estimation and Pricing of Callable Treasury Bonds.
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- Review of Quantitative Finance & Accounting, 1992, v. 2, n. 2, p. 127
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- Article
Option Pricing: A General Equilibrium Approach.
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- Review of Quantitative Finance & Accounting, 1992, v. 2, n. 1, p. 97, doi. 10.1007/BF00243987
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- Article
Equivalent Black volatilities.
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- Applied Mathematical Finance, 1999, v. 6, n. 3, p. 147, doi. 10.1080/135048699334500
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- Article
Valuing New Random Genetically Modified (GM) Traits in Corn.
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- Journal of Agricultural & Resource Economics, 2013, v. 38, n. 1, p. 107
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- Article
An Analysis of the Effects of Uncertainty and Irreversibility on Farmer Participation in the Conservation Reserve Program.
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- Journal of Agricultural & Resource Economics, 2004, v. 29, n. 2, p. 242
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- Article
Sequential Investment in Site-Specific Crop Management Under Output Price Uncertainty.
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- Journal of Agricultural & Resource Economics, 2001, v. 26, n. 1, p. 212
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- Article
Option Values for Provisions in Export Credit Guarantees.
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- Journal of Agricultural & Resource Economics, 1999, v. 24, n. 2, p. 506
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- Article
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS.
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- Mathematical Finance, 2006, v. 16, n. 1, p. 63, doi. 10.1111/j.1467-9965.2006.00261.x
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- Article
LAGUERRE SERIES FOR ASIAN AND OTHER OPTIONS.
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- Mathematical Finance, 2000, v. 10, n. 4, p. 407, doi. 10.1111/1467-9965.00101
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- Article
A NOTE ON HEDGING IN ARCH AND STOCHASTIC VOLATILITY OPTION PRICING MODELS.
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- Mathematical Finance, 1998, v. 8, n. 2, p. 153, doi. 10.1111/1467-9965.00049
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- Article
ROBUSTNESS OF THE BLACK AND SCHOLES FORMULA.
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- Mathematical Finance, 1998, v. 8, n. 2, p. 93, doi. 10.1111/1467-9965.00047
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- Article
CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS.
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- Mathematical Finance, 1994, v. 4, n. 4, p. 289, doi. 10.1111/j.1467-9965.1994.tb00059.x
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- Article