Works matching DE "OPTIONS (Finance)"

Results: 4227

Common Pricing of Decentralized Risk: A Linear Option Pricing Model.

Published in:

Review of Financial Studies, 2025, v. 38, n. 6, p. 1822, doi. 10.1093/rfs/hhaf016

By:

Wu, Liuren;
Zhang, Yuzhao

Publication type:

Article

Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes.

Published in:

Review of Financial Studies, 2025, v. 38, n. 6, p. 1783, doi. 10.1093/rfs/hhae087

By:

Goyal, Amit;
Saretto, Alessio

Publication type:

Article

American call option pricing under the KoBoL model with Poisson jumps.

Published in:

Networks & Heterogeneous Media, 2025, v. 20, n. 1, p. 1, doi. 10.3934/nhm.2025009

By:

Feng, Bing;
Fan, Congyin

Publication type:

Article

Using Constraint Programming to Design an Option‐based Decision Support System.

Published in:

Intelligent Systems in Accounting, Finance & Management, 1995, v. 4, n. 1, p. 13, doi. 10.1002/j.1099-1174.1995.tb00077.x

By:

Mizoguchi, Fumio;
Ohwada, Hayato

Publication type:

Article

A Novel Fractional Stochastic Model Equipped With ψ‐Caputo Fractional Derivative in a Financial Market.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 9, p. 9653, doi. 10.1002/mma.10832

By:

Sahebi Fard, Hossein;
Dastranj, Elham;
Jajarmi, Amin

Publication type:

Article

ON THE IMPLIED VOLATILITY OF EUROPEAN AND ASIAN CALL OPTIONS UNDER THE STOCHASTIC VOLATILITY BACHELIER MODEL.

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024925500037

By:

ALÒS, ELISA;
NUALART, EULALIA;
PRAVOSUD, MAKAR

Publication type:

Article

Optimal Algebras and Novel Solutions of Time‐Fractional (2 + 1) − D European Call Option Model.

Published in:

Discrete Dynamics in Nature & Society, 2025, v. 2025, p. 1, doi. 10.1155/ddns/5568285

By:

S., Gimnitz Simon;
Bira, B.;
Thambiayya, Sathiyaraj;
M., Palanivel

Publication type:

Article

International Corporate Development Activities and Information Disclosures in Earnings Calls.

Published in:

Management International Review (MIR), 2025, v. 65, n. 2, p. 175, doi. 10.1007/s11575-025-00574-8

By:

Jiang, Guoliang Frank;
Ragozzino, Roberto

Publication type:

Article

What Motivates China to Invest So Heavily in U.S. Treasury Securities?

Published in:

Global Economy Journal, 2014, v. 14, n. 2, p. 215, doi. 10.1515/gej-2013-0053

By:

Lizardo, Radhames A.;
Kelly, Mary H.

Publication type:

Article

President's Message.

Published in:

African Violet Magazine, 2022, v. 75, n. 1, p. 3

By:

Anderson, Susan

Publication type:

Article

Disentangling compensation and employment risks using the behavioral agency model.

Published in:

Strategic Management Journal (Wiley-Blackwell) - 1980 to 2009, 2007, v. 28, n. 10, p. 1001, doi. 10.1002/smj.624

By:

Larraza-Kintana, Martin;
Wiseman, Robert M.;
Gomez-Mejia, Luis R.;
Welbourne, Theresa M.

Publication type:

Article

Influences of top management team incentives on firm risk taking.

Published in:

Strategic Management Journal (Wiley-Blackwell) - 1980 to 2009, 2007, v. 28, n. 1, p. 81, doi. 10.1002/smj.548

By:

Wright, Peter;
Kroll, Mark;
Krug, Jeffrey A.;
Pettus, Michael

Publication type:

Article

AN EMPIRICAL TEST OF HEURISTICS AND BIASES AFFECTING REAL OPTION VALUATION.

Published in:

Strategic Management Journal (Wiley-Blackwell) - 1980 to 2009, 2004, v. 25, n. 3, p. 269, doi. 10.1002/smj.374

By:

Miller, Kent D.;
Shapira, Zur

Publication type:

Article

ENTRY IN THE PRESENCE OF DUELING OPTIONS.

Published in:

Strategic Management Journal (Wiley-Blackwell) - 1980 to 2009, 2004, v. 25, n. 2, p. 121, doi. 10.1002/smj.368

By:

Folta, Timothy B.;
O'Brien, Jonathan P.

Publication type:

Article

Option Value and Entry Timing.

Published in:

Strategic Management Journal (Wiley-Blackwell) - 1980 to 2009, 2002, v. 23, n. 7, p. 655, doi. 10.1002/smj.244

By:

Miller, Kent D.;
Folta, Timothy B.

Publication type:

Article

ON SOME SAMPLE PATH PROPERTIES OF INTRA-DAY FUTURES PRICES.

Published in:

Review of Economics & Statistics, 1990, v. 72, n. 3, p. 529, doi. 10.2307/2109364

By:

Neftci, Salih N.;
Policano, Andrew J.

Publication type:

Article

SIMULTANEOUS ESTIMATION OF THE PARAMETERS OF THE BLACK-SCHOLES OPTION PRICING MODEL.

Published in:

Review of Economics & Statistics, 1987, v. 69, n. 4, p. 727, doi. 10.2307/1935971

By:

Rahman, Abdul;
Kryzanowski, Lawrence;
Sim, Ah Boon

Publication type:

Article

Outside Options in the Labour Market.

Published in:

Review of Economic Studies, 2024, v. 91, n. 6, p. 3286, doi. 10.1093/restud/rdae006

By:

Caldwell, Sydnee;
Danieli, Oren

Publication type:

Article

Optimal Bank Regulation and Fiscal Capacity.

Published in:

Review of Economic Studies, 2020, v. 87, n. 2, p. 1034, doi. 10.1093/restud/rdz012

By:

Stavrakeva, Vania

Publication type:

Article

Gradualism in Bargaining and Contribution Games.

Published in:

Review of Economic Studies, 2004, v. 71, n. 4, p. 975, doi. 10.1111/0034-6527.00311

By:

Compte, Olivier;
Jehiel, Philippe

Publication type:

Article

Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing.

Published in:

Review of Economic Studies, 1998, v. 65, n. 2, p. 341, doi. 10.1111/1467-937x.00047

By:

Kim, Chongmin

Publication type:

Article

Managing Strategically Outside Options under Incomplete Contracts.

Published in:

Journal of Industry, Competition & Trade, 2013, v. 13, n. 3, p. 361, doi. 10.1007/s10842-012-0129-6

By:

Nicita, Antonio

Publication type:

Article

China's carbon emission allowance prices forecasting and option designing in uncertain environment.

Published in:

Fuzzy Optimization & Decision Making, 2024, v. 23, n. 4, p. 539, doi. 10.1007/s10700-024-09432-y

By:

Jia, Lifen;
Zhang, Linya;
Chen, Wei

Publication type:

Article

Analysis of the Nonlinear Option Pricing Model Under Variable Transaction Costs.

Published in:

Asia-Pacific Financial Markets, 2016, v. 23, n. 2, p. 153, doi. 10.1007/s10690-016-9213-y

By:

Ševčovič, Daniel;
Žitňanská, Magdaléna

Publication type:

Article

An FBSDE Approach to American Option Pricing with an Interacting Particle Method.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 239, doi. 10.1007/s10690-014-9195-6

By:

Fujii, Masaaki;
Sato, Seisho;
Takahashi, Akihiko

Publication type:

Article

A New Type of Barrier Options: Lizard Option.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 75, doi. 10.1007/s10690-014-9193-8

By:

Kawanishi, Yasuhiro

Publication type:

Article

Asymptotic Expansion Formula of Option Price Under Multifactor Heston Model.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 4, p. 351, doi. 10.1007/s10690-014-9189-4

By:

Nagashima, Kazuki;
Chung, Tsz-Kin;
Tanaka, Keiichi

Publication type:

Article

Pricing Exotic Options and American Options: A Multidimensional Asymptotic Expansion Approach.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 2, p. 147, doi. 10.1007/s10690-012-9163-y

By:

Nishiba, Masahiro

Publication type:

Article

Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 71, doi. 10.1007/s10690-012-9159-7

By:

Imamura, Yuri;
Takagi, Katsuya

Publication type:

Article

Pricing Discrete Barrier Options Under Stochastic Volatility.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 3, p. 205, doi. 10.1007/s10690-011-9147-3

By:

Shiraya, Kenichiro;
Takahashi, Akihiko;
Yamada, Toshihiro

Publication type:

Article

Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 55, doi. 10.1007/s10690-010-9120-6

By:

Satoyoshi, Kiyotaka;
Mitsui, Hidetoshi

Publication type:

Article

Coefficients of Asymptotic Expansions of SDE with Jumps.

Published in:

Asia-Pacific Financial Markets, 2010, v. 17, n. 4, p. 373, doi. 10.1007/s10690-009-9107-3

By:

Hayashi, Masafumi

Publication type:

Article

Utility Indifference Hedging with Exponential Additive Processes.

Published in:

Asia-Pacific Financial Markets, 2010, v. 17, n. 2, p. 151, doi. 10.1007/s10690-009-9106-4

By:

Rheinländer, Thorsten;
Steiger, Gallus

Publication type:

Article

Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility.

Published in:

Asia-Pacific Financial Markets, 2010, v. 17, n. 2, p. 99, doi. 10.1007/s10690-009-9102-8

By:

Li Meng;
Mei Wang

Publication type:

Article

Risk-Hedging in Real Estate Markets.

Published in:

Asia-Pacific Financial Markets, 2009, v. 16, n. 4, p. 265, doi. 10.1007/s10690-009-9095-3

By:

Cadenillas, Abel;
Elliott, Robert J.;
Hong Miao;
Zhenyu Wu

Publication type:

Article

An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options.

Published in:

Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 229, doi. 10.1007/s10690-009-9080-x

By:

Muroi, Yoshifumi;
Yamada, Takashi

Publication type:

Article

Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon.

Published in:

Asia-Pacific Financial Markets, 2008, v. 15, n. 2, p. 97, doi. 10.1007/s10690-008-9068-y

By:

Madan, D.;
Roynette, B.;
Yor, M.

Publication type:

Article

On the asymptotic behavior of the prices of Asian options.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 289, doi. 10.1007/s10690-006-9027-4

By:

Hishida, Yuji;
Yasutomi, Kenji

Publication type:

Article

A Complete-Market Generalization of the Black-Scholes Model.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 431, doi. 10.1007/s10690-006-9021-x

By:

Takaoka, Koichiro

Publication type:

Article

Pricing European Options by Numerical Replication: Quadratic Programming with Constraints.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 301, doi. 10.1007/s10690-005-9004-3

By:

Ryabchenko, Valeriy;
Sarykalin, Sergey;
Uryasev, Stan

Publication type:

Article

Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 335, doi. 10.1007/s10690-005-9005-2

By:

Yamada, Yuji;
Primbs, James A.

Publication type:

Article

Pricing American Put Options on Default able Bonds.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 217, doi. 10.1023/A:1024129531195

By:

Muroi, Yoshifumi

Publication type:

Article

A Note on Option Pricing for the Constant Elasticity of Variance Model.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 2, p. 85, doi. 10.1023/A:1022269617674

By:

Delbaen, Freddy;
Shirakawa, Hiroshi

Publication type:

Article

Edokko Options: A New Framework of Barrier Options.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 2, p. 141, doi. 10.1023/A:1022294204470

By:

Fujita, Takahiko;
Miura, Ryozo

Publication type:

Article

Option Pricing under Stochastic Interest Rates: An Empirical Investigation.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 1, p. 23, doi. 10.1023/A:1021155301176

By:

Kim, Yong-Jin

Publication type:

Article

On Pricing Exponential Square Root Barrier Knockout European Options.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 1, p. 1, doi. 10.1023/A:1021107418014

By:

Morimoto, Mayumi;
Takahashi, Hajime

Publication type:

Article

Modelling the Stochastic Dynamics of Volatility for Equity Indices.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 3, p. 179, doi. 10.1023/A:1016216432647

By:

Heath, David;
Hurst, Simon;
Platen, Eckhard

Publication type:

Article

[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 1, p. 45, doi. 10.1023/A:1011445109763

By:

Miyahara, Yoshio

Publication type:

Article

A Note on the Joint Distribution of α, β-Percentiles and Its Application to the Option Pricing.

Published in:

Asia-Pacific Financial Markets, 2000, v. 7, n. 4, p. 339, doi. 10.1023/A:1010046925696

By:

Fujita, Takahiko

Publication type:

Article

Hedging American Options in Merton's Model: A Locally Risk Minimizing Approach.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 153, doi. 10.1023/A:1010036828397

By:

Becchere, Giovanni;
Mulinacci, Sabrina

Publication type:

Article