Works matching DE "OPTION value"

Results: 236

How Options Provided by Storage Affect Electricity Prices.

Published in:

Southern Economic Journal, 2009, v. 75, n. 3, p. 681, doi. 10.1002/j.2325-8012.2009.tb00926.x

By:

Evans, Lewis;
Guthrie, Graeme

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

Optimal Project Rejection and New Firm Start-ups.

Published in:

Management Science, 2006, v. 52, n. 2, p. 262, doi. 10.1287/mnsc.1050.0458

By:

Cassiman, Bruno;
Ueda, Masako

Publication type:

Article

Project Assignment Rights and Incentives for Eliciting Ideas.

Published in:

Management Science, 2002, v. 48, n. 7, p. 886, doi. 10.1287/mnsc.48.7.886.2822

By:

Arya, Anil;
Glover, Jonathan;
Routledge, Bryan R.

Publication type:

Article

Rational Shopping Behavior and the Option Value of Variable Pricing.

Published in:

Management Science, 1998, v. 44, n. 12, p. S145, doi. 10.1287/mnsc.44.12.S145

By:

Teck-Hua Ho;
Tang, Christopher S.;
Bell, David R.

Publication type:

Article

Valuing Risky Projects: Option Pricing Theory and Decision Analysis.

Published in:

Management Science, 1995, v. 41, n. 5, p. 795, doi. 10.1287/mnsc.41.5.795

By:

Smith, James E.;
Nau, Robert F.

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

The Decline and Fall of Joint Ventures: How JVs Became Unpopular and Why That Could Change.

Published in:

Journal of Applied Corporate Finance, 2005, v. 17, n. 2, p. 82, doi. 10.1111/j.1745-6622.2005.00034.x

By:

Turowski, Dieter

Publication type:

Article

Staged Venture Capital Investment considering Unexpected Major Events.

Published in:

Discrete Dynamics in Nature & Society, 2017, p. 1, doi. 10.1155/2017/9427285

By:

Zhang, Yindong;
Xiang, Kaili;
Ding, Chuan;
Chen, Tao

Publication type:

Article

Testing the Option Value Theory of Irreversible Investment.

Published in:

International Economic Review, 2001, v. 42, n. 1, p. 141, doi. 10.1111/1468-2354.00104

By:

Harchaoui, Tarek M.;
Lasserre, Pierre

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

Do Tighter Loan Covenants Signal Improved Future Corporate Results? The Case of Performance Pricing Covenants.

Published in:

Financial Management (Wiley-Blackwell), 2017, v. 46, n. 3, p. 593, doi. 10.1111/fima.12159

By:

Beyhaghi, Mehdi;
Panyagometh, Kamphol;
Gottesman, Aron A.;
Roberts, Gordon S.

Publication type:

Article

Mutual Fund Incentive Fees: Determinants and Effects.

Published in:

Financial Management (Wiley-Blackwell), 2010, v. 39, n. 1, p. 365, doi. 10.1111/j.1755-053X.2010.01076.x

By:

Drago, Danilo;
Lazzari, Valter;
Navone, Marco

Publication type:

Article

Getting Real with Real Options: A Utility-Based Approach for Finite-Time Investment in Incomplete Markets.

Published in:

Journal of Business Finance & Accounting, 2011, v. 38, n. 5/6, p. 740, doi. 10.1111/j.1468-5957.2010.02232.x

By:

Grasselli, M. R.

Publication type:

Article

Determinants of Takeover Premium in Cash Offers: An Option Pricing Approach.

Published in:

Journal of Business Finance & Accounting, 2010, v. 37, n. 5/6, p. 687, doi. 10.1111/j.1468-5957.2010.02190.x

By:

Sudarsanam, Sudi;
Sorwar, Ghulam

Publication type:

Article

Option Value of Public Transport: Methodology for Measurement and Case Study for Regional Rail Links in the Netherlands.

Published in:

Transport Reviews, 2006, v. 26, n. 5, p. 613, doi. 10.1080/01441640600655763

By:

Geurs, Karst;
Haaijer, Rinus;
Van Wee, Bert

Publication type:

Article

Dynamic Lobbying Conflicts.

Published in:

Economics of Governance, 2007, v. 8, n. 3, p. 263, doi. 10.1007/s10101-006-0019-7

By:

Polborn, Mattias;
Sahakyan, Zaruhi

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

The Black and Scholes Model.

Published in:

Strategic Finance, 2002, v. 84, n. 4, p. 53

By:

RUBASH, KEVIN R.

Publication type:

Article

Options Can Be Valued.

Published in:

Strategic Finance, 2002, v. 84, n. 4, p. 50

By:

KING, ALFRED M.;
PARRISH, SUMMER

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

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

Risk and Precautionary Approaches to Climate Change: Conceptual and Empirical Lessons from the Insurance Industry.

Published in:

Journal of Management Policy & Practice, 2012, v. 13, n. 4, p. 88

By:

Welle, Patrick G.

Publication type:

Article

Trade Shocks and Labor Adjustment: A Structural Empirical Approach.

Published in:

American Economic Review, 2010, v. 100, n. 3, p. 1008, doi. 10.1257/aer.100.3.1008

By:

Artu, Erhan;
Chaudhuri, Shubham;
McLaren, John

Publication type:

Article

Costly Information Acquisition: Experimental Analysis of a Boundedly Rational Model.

Published in:

American Economic Review, 2006, v. 96, n. 4, p. 1043, doi. 10.1257/aer.96.4.1043

By:

Gabaix, Xavier;
Laibson, David;
Moloche, Guillermo;
Weinberg, Stephen

Publication type:

Article

The Design of Reform Packages under Uncertainty.

Published in:

American Economic Review, 1995, v. 85, n. 5, p. 1207

By:

Dewatripont, Mathias;
Roland, Gérard

Publication type:

Article

Nominal Contracts in a Bimetallic Standard.

Published in:

American Economic Review, 1986, v. 76, n. 5, p. 1012

By:

Garber, Peter M.

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

Multi-Criteria Decision Modeling for Environmental Assessment. An Estimation of Total Economic Value in Protected Natural Areas.

Published in:

International Journal of Environmental Research, 2014, v. 8, n. 3, p. 551

By:

Hernández, A.;
Caballero, R.;
León, M. A.;
Casas, M.;
Pérez, V.E.;
Silva, C. L.

Publication type:

Article

Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy.

Published in:

Review of Quantitative Finance & Accounting, 2008, v. 31, n. 1, p. 1, doi. 10.1007/s11156-007-0057-4

By:

Ostaszewski, Adam;
Gietzmann, Miles

Publication type:

Article

Term Structure Estimation and Pricing of Callable Treasury Bonds.

Published in:

Review of Quantitative Finance & Accounting, 1992, v. 2, n. 2, p. 127

By:

Ho, Thomas S. Y.;
Sang-Bin Lee;
Kyu-Hyun Son

Publication type:

Article

Option Pricing: A General Equilibrium Approach.

Published in:

Review of Quantitative Finance & Accounting, 1992, v. 2, n. 1, p. 97, doi. 10.1007/BF00243987

By:

In Joon Kim

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

Valuing New Random Genetically Modified (GM) Traits in Corn.

Published in:

Journal of Agricultural & Resource Economics, 2013, v. 38, n. 1, p. 107

By:

Shakya, Sumadhur;
Wilson, William W.;
Dahl, Bruce

Publication type:

Article

An Analysis of the Effects of Uncertainty and Irreversibility on Farmer Participation in the Conservation Reserve Program.

Published in:

Journal of Agricultural & Resource Economics, 2004, v. 29, n. 2, p. 242

By:

Isik, Murat;
Wanhong Yang

Publication type:

Article

Sequential Investment in Site-Specific Crop Management Under Output Price Uncertainty.

Published in:

Journal of Agricultural & Resource Economics, 2001, v. 26, n. 1, p. 212

By:

Isik, Murat;
Khanna, Madhu;
Winter-Nelson, Alex

Publication type:

Article

Option Values for Provisions in Export Credit Guarantees.

Published in:

Journal of Agricultural & Resource Economics, 1999, v. 24, n. 2, p. 506

By:

Dahl, Bruce L.;
Wilson, William W.;
Gustafson, Cole R.

Publication type:

Article

School District Bond Advance Refunding and Option Value Loss.

Published in:

Municipal Finance Journal, 2017, v. 38, n. 2, p. 39

By:

Dzigbede, Komla

Publication type:

Article

Real options with synergies: static versus dynamic policies.

Published in:

Journal of the Operational Research Society, 2012, v. 63, n. 1, p. 107, doi. 10.1057/jors.2011.5

By:

Nishihara, M.

Publication type:

Article

A graphical method for valuing switching options.

Published in:

Journal of the Operational Research Society, 2010, v. 61, n. 11, p. 1596, doi. 10.1057/jors.2009.128

By:

Cobb, B. R.;
Charnes, J. M.

Publication type:

Article

Real Options, International Entry Mode Choice and Performance.

Published in:

Journal of Management Studies (Wiley-Blackwell), 2008, v. 45, n. 5, p. 936, doi. 10.1111/j.1467-6486.2007.00753.x

By:

Brouthers, Keith D.;
Brouthers, Lance Eliot;
Werner, Steve

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