Works about OPTIONS (Finance)

Results: 4243

Teck considers increasing germanium production; Company talking with governments on funding.

Published in:: Mining Engineering, 2025, v. 77, n. 7, p. 12
Publication type:: Article

A Fast and Accurate Numerical Approach for Pricing American-Style Power Options.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 12, p. 2031, doi. 10.3390/math13122031

By:

Zaevski, Tsvetelin S.;
Sariev, Hristo;
Savov, Mladen

Publication type:

Article

Non-Uniqueness of Best-Of Option Prices Under Basket Calibration.

Published in:

Risks, 2025, v. 13, n. 6, p. 117, doi. 10.3390/risks13060117

By:

Ahnouch, Mohammed;
Elaachak, Lotfi;
Ghadi, Abderrahim

Publication type:

Article

Evaluation of Perpetual American Put Options with General Payoff.

Published in:

Risks, 2025, v. 13, n. 6, p. 112, doi. 10.3390/risks13060112

By:

Anzilli, Luca;
Cananà, Lucianna

Publication type:

Article

Impact of Asset Bubbles on Exercise of Executive Stock Options.

Published in:

International Journal of Financial Studies, 2025, v. 13, n. 2, p. 84, doi. 10.3390/ijfs13020084

By:

Mawani, Amin;
Sarkar, Saikat

Publication type:

Article

Computations of VaR for European Options on Dividend-paying Securities.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 3, p. 305

By:

Xiangjin Tang;
Jing Hu

Publication type:

Article

Decision-making of Exit in Venture Capital: Real Options.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 2, p. 183

By:

Chenyu Zhang;
Weijia Wu;
Xuan Li;
Jing Zhao

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

MARKET EXPECTATIONS OF FOREIGN EXCHANGE RATE CHANGES.

Published in:

International Journal of Finance, 2008, v. 20, n. 2, p. 4725

By:

Ting-Heng Chu;
Prather, Larry J.

Publication type:

Article

PERFORMANCE EVALUATION OF HEDGED STOCK PORTFOLIOS: EVIDENCE FROM THE FRENCH MARKET.

Published in:

International Journal of Finance, 2003, v. 15, n. 3, p. 2683

By:

Bellalah, Mondher;
El Farissi, Inass

Publication type:

Article

ON INFORMATION COSTS AND THE PRICING OF OPTIONS ON LEVERAGED EQUITY.

Published in:

International Journal of Finance, 2003, v. 15, n. 1, p. 2475

By:

Bellalah, Mondber;
Aboura, Sofiane

Publication type:

Article

PRICING CONTINGENT CLAIMS WITH AN INCOMPLETE SET OF PRIMITIVE SECURITIES.

Published in:

International Journal of Finance, 2002, v. 14, n. 3, p. 2291

By:

Bajeux-Besnainou, Isabelle;
Portait, Roland

Publication type:

Article

VOLUME, VOLATILITY, SPREADS AND PERIODIC CLOSURE IN THE FRENCH MARKET.

Published in:

International Journal of Finance, 2002, v. 14, n. 1, p. 2099

By:

Bellalah, Mondher

Publication type:

Article

Strict trade measures, flexible financing.

Published in:

Southern Economic Journal, 2022, v. 88, n. 4, p. 1431, doi. 10.1002/soej.12570

By:

Avsar, Veysel;
Gollu, Gultekin;
Sevinc, Nurgul

Publication type:

Article

Pension Plans and the Writing of Fully-Covered Exchange Traded Call Options.

Published in:

Journal of Risk & Insurance, 1980, v. 47, n. 3, p. 421, doi. 10.2307/252631

By:

Gustavson, Sandra G.

Publication type:

Article

STRATEGIES AND RATIONAL DECISIONS IN THE SECURITIES OPTIONS MARKET (BOOK REVIEW).

Published in:

1974

By:

Mehr, Robert I.;
Dorfman, Mark S.;
LeClair, Robert T.

Publication type:

Book Review

An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors' Pricing Decisions.

Published in:

Journal of Behavioral Finance, 2024, v. 25, n. 2, p. 167, doi. 10.1080/15427560.2022.2100377

By:

Eskinazi, Naveh;
Malul, Miki;
Rosenboim, Mosi;
Shavit, Tal

Publication type:

Article

Implied Volatility Spread and Stock Mispricing.

Published in:

Journal of Behavioral Finance, 2024, v. 25, n. 1, p. 79, doi. 10.1080/15427560.2022.2085278

By:

Zhen Cao;
Chelikani, Surya;
Kilic, Osman;
Xuewu (Wesley) Wang

Publication type:

Article

Determinants of Put-Call Disparity: Kospi 200 Index Options.

Published in:

Journal of Behavioral Finance, 2023, v. 24, n. 3, p. 303, doi. 10.1080/15427560.2021.1974442

By:

Kim, Sam;
Lockwood, Jimmy;
Lockwood, Larry;
Miao, Hong

Publication type:

Article

A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns.

Published in:

Journal of Behavioral Finance, 2021, v. 22, n. 4, p. 420, doi. 10.1080/15427560.2020.1792910

By:

Reis, Pedro Manuel Nogueira;
Pinho, Carlos

Publication type:

Article

A Closer Look at the Disposition Effect in U.S. Equity Option Markets.

Published in:

Journal of Behavioral Finance, 2020, v. 21, n. 1, p. 66, doi. 10.1080/15427560.2019.1615913

By:

Bergsma, Kelley;
Fodor, Andy;
Tedford, Emily

Publication type:

Article

Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment.

Published in:

Journal of Behavioral Finance, 2019, v. 20, n. 4, p. 385, doi. 10.1080/15427560.2018.1511792

By:

Félix, Luiz;
Kräussl, Roman;
Stork, Philip

Publication type:

Article

Option Market Signals and the Disposition Effect Around Equity Earnings Announcements.

Published in:

Journal of Behavioral Finance, 2019, v. 20, n. 4, p. 471, doi. 10.1080/15427560.2019.1575385

By:

Harper, Adam C.;
Sarkar, Salil K.

Publication type:

Article

Anchoring-Adjusted Option Pricing Models.

Published in:

Journal of Behavioral Finance, 2019, v. 20, n. 2, p. 139, doi. 10.1080/15427560.2018.1492922

By:

Siddiqi, Hammad

Publication type:

Article

Do Survey Probabilities Match Financial Market Beliefs?

Published in:

Journal of Behavioral Finance, 2018, v. 19, n. 2, p. 209, doi. 10.1080/15427560.2017.1376330

By:

Lumsdaine, Robin L.;
Potter van Loon, Rogier J. D.

Publication type:

Article

The Information Environment, Informed Trading, and Volatility.

Published in:

Journal of Behavioral Finance, 2017, v. 18, n. 2, p. 202, doi. 10.1080/15427560.2017.1308943

By:

Blasco, Natividad;
Corredor, Pilar

Publication type:

Article

Psychology, Stock/FX Trading and Option Prices.

Published in:

Journal of Behavioral Finance, 2014, v. 15, n. 3, p. 251, doi. 10.1080/15427560.2014.943227

By:

Beilis, Alan;
Dash, Jan W.;
Wise, Jacqueline Volkman

Publication type:

Article

Behavioral Aspects of Covered Call Writing: An Empirical Investigation.

Published in:

Journal of Behavioral Finance, 2012, v. 13, n. 1, p. 66, doi. 10.1080/15427560.2012.657314

By:

Hoffmann, ArvidO. I.;
Fischer, E.Tobias S.

Publication type:

Article

The Behavioral Relevance of Mental Accounting for the Pricing of Option Contracts.

Published in:

Journal of Behavioral Finance, 2004, v. 5, n. 3, p. 180

By:

Olsen, .Robert A.

Publication type:

Article

Bombay Rayon to buy Italy's Guru brand.

Published in:: Man-Made Textiles in India, 2008, v. 51, n. 5, p. 179
Publication type:: Article

Effects of Product Option Framing and Temporal Distance on Consumer Choice: The Moderating Role of Process versus Outcome Mental Simulations.

Published in:

Psychology & Marketing, 2016, v. 33, n. 10, p. 856, doi. 10.1002/mar.20921

By:

Lu, Mingying;
Jen, William

Publication type:

Article

Portfolio Investment with Options Based on Uncertainty Theory.

Published in:

International Journal of Information Technology & Decision Making, 2019, v. 18, n. 3, p. 929, doi. 10.1142/S0219622019500159

By:

Huang, Xiaoxia;
Wang, Xuting

Publication type:

Article

PARALLEL COMPUTING METHOD OF VALUING FOR MULTI-ASSET EUROPEAN OPTION.

Published in:

International Journal of Information Technology & Decision Making, 2004, v. 3, n. 4, p. 575, doi. 10.1142/S0219622004001252

By:

ZHENG, WEIMIN;
SHU, JIWU;
GU, YONGGEN;
DENG, XIAOTIE

Publication type:

Article

Optimal put currency option size for an uncertain convertible amount.

Published in:

Journal of the Operational Research Society, 1993, v. 44, n. 12, p. 1211, doi. 10.2307/2584082

By:

Atkins, Roger

Publication type:

Article

Static hedging of vanilla and exotic options in a South African context.

Published in:

Orion, 2024, v. 40, n. 1, p. 25, doi. 10.5784/40-1-768

By:

Levendis, Alexis;
Maré, Eben

Publication type:

Article

On the calibration of stochastic volatility models to estimate the real-world measure used in option pricing.

Published in:

Orion, 2023, v. 39, n. 1, p. 65, doi. 10.5784/39-1-747

By:

Levendis, Alexis;
Maré, Eben

Publication type:

Article

GARCH option pricing models in a South African equity context.

Published in:

Orion, 2020, v. 36, n. 1, p. 1, doi. 10.5784/36-1-676

By:

Venter, Pierre J.;
Maré, Eben

Publication type:

Article

Editorial.

Published in:

Orion, 2012, v. 28, n. 1, p. 58

By:

Visagie, Stephan

Publication type:

Article

Calculation aspects of the European rebalanced basket option using Monte Carlo methods: Valuation.

Published in:

Orion, 2012, v. 28, n. 1, p. 1, doi. 10.5784/28-1-104

By:

Van Der Merwe, C. J.;
W. J. Conradiey

Publication type:

Article

Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 749, doi. 10.1007/s11009-021-09917-y

By:

Gapeev, Pavel V.

Publication type:

Article

Product Markovian Quantization of a Diffusion Process with Applications to Finance.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1087, doi. 10.1007/s11009-018-9652-1

By:

Fiorin, Lucio;
Pagès, Gilles;
Sagna, Abass

Publication type:

Article

Pricing European Options in a Discrete Time Model for the Limit Order Book.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 985, doi. 10.1007/s11009-017-9610-3

By:

Simard, Clarence;
Rémillard, Bruno

Publication type:

Article

Multi-asset American Options and Parallel Quantization.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 547, doi. 10.1007/s11009-011-9265-4

By:

Bronstein, Anne;
Pagès, Gilles;
Portès, Jacques

Publication type:

Article

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 147, doi. 10.1007/s11009-011-9228-9

By:

Cufaro Petroni, Nicola;
Sabino, Piergiacomo

Publication type:

Article

A Simple Novel Approach to Valuing Risky Zero Coupon Bond in a Markov Regime Switching Economy.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 4, p. 783, doi. 10.1007/s11009-010-9190-y

By:

Deshpande, Amogh

Publication type:

Article

Call Option Prices Based on Bessel Processes.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 2, p. 329, doi. 10.1007/s11009-009-9151-5

By:

Yen, Ju-Yi;
Yor, Marc

Publication type:

Article

Mixture Dynamics and Regime Switching Diffusions with Application to Option Pricing.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 2, p. 349, doi. 10.1007/s11009-009-9155-1

By:

Ramponi, Alessandro

Publication type:

Article

Option Pricing for Log-Symmetric Distributions of Returns.

Published in:

Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 339, doi. 10.1007/s11009-007-9038-2

By:

Klebaner, Fima C.;
Landsman, Zinoviy

Publication type:

Article

Fourier Inversion Formulas in Option Pricing and Insurance.

Published in:

Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 359, doi. 10.1007/s11009-007-9049-z

By:

Dufresne, Daniel;
Garrido, Jose;
Morales, Manuel

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