Works matching Option (finance)
Results: 5000
Permissibility and use of options for hedging purposes in Islamic Finance.
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- Thunderbird International Business Review, 2006, v. 48, n. 3, p. 425, doi. 10.1002/tie.20103
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- Article
Finance options.
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- 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.
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- Vision (09722629), 2020, v. 24, n. 2, p. 217, doi. 10.1177/0972262920914117
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- Article
Circular Economy and Value Creation: Sustainable Finance with a Real Options Approach.
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- Sustainability (2071-1050), 2021, v. 13, n. 14, p. 7973, doi. 10.3390/su13147973
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- Article
UNDERSTANDING COMPLEX DYNAMICS IN DERIVATIVES FINANCE: WHY DO OPTIONS MARKETS SMILE?
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- Advances in Complex Systems, 2012, v. 15, n. 7, p. -1, doi. 10.1142/S0219525912500506
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- Article
REAL OPTIONS, CORPORATE FINANCE, AND THE FOUNDATIONS OF VALUE MAXIMIZATION.
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- Journal of Applied Corporate Finance, 2003, v. 15, n. 2, p. 82
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- Article
Exit Options in Corporate Finance: Liquidity versus Incentives.
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- Review of Finance, 2004, v. 8, n. 3, p. 327, doi. 10.1007/s10679-004-2542-0
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- Article
ALGERIA: Islamic Finance Options.
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- Africa Research Bulletin: Economic, Financial & Technical Series, 2020, v. 57, n. 8, p. 23122C, doi. 10.1111/j.1467-6346.2020.09678.x
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- Article
Contract Farming as a Last-resort Option to Finance Rice Cultivation in Senegal.
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- Journal of Development Studies, 2022, v. 58, n. 5, p. 1014, doi. 10.1080/00220388.2021.2013466
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- Article
On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance.
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- Operations Research, 2006, v. 54, n. 6, p. 1063, doi. 10.1287/opre.1060.0334
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- Article
Spectral Expansions for Asian (Average Price) Options.
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- Operations Research, 2004, v. 52, n. 6, p. 856, doi. 10.1287/opre.1040.0113
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- Article
A Model of Dynamic Tax Planning with an Application to Estate Freezes.
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- Journal of the American Taxation Association, 2006, v. 28, n. 1, p. 1, doi. 10.2308/jata.2006.28.1.1
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- Article
A Framework Using Two-Factor Price Lattices for Generation Asset Valuation.
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- Operations Research, 2007, v. 55, n. 2, p. 234, doi. 10.1287/opre.1060.0355
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- Article
THE BRITISH ASSET-OR-NOTHING PUT OPTION.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 4, p. -1, doi. 10.1142/S0219024917500303
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- Article
Application of Option Pricing Theory in Water Conservancy Finance.
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- Journal of Coastal Research, 2020, v. 104, p. 633, doi. 10.2112/JCR-SI104-107.1
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- Article
Capturing the Value of Flexibility.
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- Strategic Finance, 2002, v. 84, n. 6, p. 10
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- Article
Options: Theory & Practice.
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- 1979
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- Book Review
The Public Option in Housing Finance.
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- U.C. Davis Law Review, 2013, v. 46, n. 4, p. 1111
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- Article
AN EMPIRICAL TEST OF HEURISTICS AND BIASES AFFECTING REAL OPTION VALUATION.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2004, v. 25, n. 3, p. 269, doi. 10.1002/smj.374
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- Article
PARALLEL COMPUTING METHOD OF VALUING FOR MULTI-ASSET EUROPEAN OPTION.
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- International Journal of Information Technology & Decision Making, 2004, v. 3, n. 4, p. 575, doi. 10.1142/S0219622004001252
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- Article
Lie symmetry, exact solutions and conservation laws of bi-fractional Black–Scholes equation derived by the fractional G-Brownian motion.
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- International Journal of Financial Engineering, 2024, v. 11, n. 1, p. 1, doi. 10.1142/S2424786323500378
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- Publication type:
- Article
Fragmentation and Coordination of REDD+ Finance under the Paris Agreement Regime.
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- Forests (19994907), 2021, v. 12, n. 11, p. 1452, doi. 10.3390/f12111452
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- Article
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options.
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- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 229, doi. 10.1007/s10690-009-9080-x
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- Article
A REDUCTION METHOD APPLICABLE TO COMPOUND OPTION FORMULAS.
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- Management Science, 1989, v. 35, n. 7, p. 823, doi. 10.1287/mnsc.35.7.823
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- Article
Pricing equity options everywhere.
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- Quantitative Finance, 2004, v. 4, n. 6, p. 663, doi. 10.1080/14697680500039142
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- Article
ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE.
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- International Game Theory Review, 2006, v. 8, n. 2, p. 219, doi. 10.1142/S0219198906000874
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- Article
Housing Finance Options for Low and Medium Income Families: Analysis of the Latin America Experience.
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- Housing Finance International, 2004, v. 18, n. 3, p. 11
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- Article
Book Review: Quantum Finance, Path Integrals and Hamiltonians for Options and Interest Rates.
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- 2005
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- Publication type:
- Book Review
Tax Credit Bonds and the Taxable Bond Option--A Growing Force in Municipal Finance.
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- Journal of Taxation of Financial Products, 2009, v. 8, n. 2, p. 47
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- Article
Rethinking agricultural development finance in South Africa: Options for implementation.
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- 2008
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- Publication type:
- Speech
Existence, uniqueness and stability of solutions to fractional backward stochastic differential equations.
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- Applied Mathematics in Science & Engineering, 2022, v. 30, n. 1, p. 811, doi. 10.1080/27690911.2022.2142219
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- Publication type:
- Article
Valuation of the American put option as a free boundary problem through a high-order difference scheme.
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- International Journal of Nonlinear Sciences & Numerical Simulation, 2022, v. 23, n. 7/8, p. 1001, doi. 10.1515/ijnsns-2020-0252
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- Article
Valuation of Stock Option Contracts.
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- Accounting Review, 1977, v. 52, n. 1, p. 40
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- Article
Real Options Analysis: Where Are the Emperor's Clothes?
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- Journal of Applied Corporate Finance, 2005, v. 17, n. 2, p. 17, doi. 10.1111/j.1745-6622.2005.00029.x
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- Publication type:
- Article
Financial Valuation of Investments in International Construction Markets: Real-Options Approach for Market-Entry Decisions.
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- Journal of Management in Engineering, 2013, v. 29, n. 4, p. 355, doi. 10.1061/(ASCE)ME.1943-5479.0000152
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- Article
On the solution of complementarity problems arising in American options pricing.
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- Optimization Methods & Software, 2011, v. 26, n. 4/5, p. 813, doi. 10.1080/10556788.2010.514341
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- Article
Pricing high-dimensional Bermudan options using the stochastic grid method.
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- International Journal of Computer Mathematics, 2012, v. 89, n. 9, p. 1186, doi. 10.1080/00207160.2012.690035
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- Article
Computational methods for option replication.
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- International Journal of Computer Mathematics, 2011, v. 88, n. 13, p. 2752, doi. 10.1080/00207160.2011.555536
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- Article
Trinomial tree based option pricing model in supply chain financing.
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- Annals of Operations Research, 2023, v. 331, n. 1, p. 141, doi. 10.1007/s10479-021-04294-8
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- Article
Opening the black boxes of global finance.
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- Review of International Political Economy, 2005, v. 12, n. 4, p. 555, doi. 10.1080/09692290500240222
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- Article
Risk Aversion, Uncertainty, Unemployment Insurance Benefit and Duration of "Wait" Unemployment.
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- Annals of Economics & Finance, 2016, v. 17, n. 1, p. 1
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- Article
Asian options pricing in Hawkes-type jump-diffusion models.
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- Annals of Finance, 2020, v. 16, n. 1, p. 101, doi. 10.1007/s10436-019-00352-1
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- Publication type:
- Article
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets.
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- Annals of Finance, 2006, v. 2, n. 2, p. 179, doi. 10.1007/s10436-005-0034-7
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- Publication type:
- Article
N UMERICAL SCHEMES FOR BLACK-SCHOLES EQUATION WITH ERROR DYNAMICS.
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- Electronic Journal of Mathematical Analysis & Applications, 2023, v. 11, n. 2, p. 1, doi. 10.21608/ejmaa.2023.216295.1037
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- Article
MODERN OPTION PRICING MODELS: A DICHOTOMOUS CLASSIFICATION.
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- Journal of Financial Research, 1981, v. 4, n. 1, p. 33, doi. 10.1111/j.1475-6803.1981.tb00288.x
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- Publication type:
- Article
Financialized accounts: Share buy-backs, mark to market and holding the financial line in the S&P 500.
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- Accounting Forum, 2007, v. 31, n. 2, p. 165, doi. 10.1016/j.accfor.2006.11.002
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- Publication type:
- Article
Approximation of martingale couplings on the line in the adapted weak topology.
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- Probability Theory & Related Fields, 2022, v. 183, n. 1/2, p. 359, doi. 10.1007/s00440-021-01103-y
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- Publication type:
- Article
Market clearing and derivative pricing.
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- Economic Theory, 2005, v. 25, n. 1, p. 21
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- Publication type:
- Article
Special Study: New Finance Options for Municipal Governments.
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- Canadian Tax Journal / Revue Fiscale Canadienne, 2003, v. 51, n. 6, p. 2215
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- Article
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models.
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- Computational Economics, 2024, v. 63, n. 6, p. 2585, doi. 10.1007/s10614-023-10480-6
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- Publication type:
- Article