Works about OPTIONS (Finance)
Results: 4125
Coalition of the opting – Part 2: Counterfactually assessing the theory on the GUAM-cooperation.
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- Comparative Strategy, 2024, v. 43, n. 6, p. 685, doi. 10.1080/01495933.2024.2409042
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- Article
Options trades, short sales and real earnings management.
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- Accounting & Business Research, 2019, v. 49, n. 4, p. 400, doi. 10.1080/00014788.2019.1573655
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- Article
'Equity smirks' and embedded options: the shape of a firm's value function.
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- Accounting & Business Research, 2004, v. 34, n. 4, p. 301, doi. 10.1080/00014788.2004.9729974
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- Article
Share Option Rewards and Managerial Performance: an Abnormal Performance Index Model.
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- Accounting & Business Research, 1989, v. 19, n. 75, p. 255, doi. 10.1080/00014788.1989.9728855
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- Article
A Review of Recent Trends in Formal Capital Budgeting Processes.
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- Accounting & Business Research, 1983, v. 13, n. 51, p. 201, doi. 10.1080/00014788.1983.9729753
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- Article
Trading Options and the Unattainable Dream: Some Reflections on Semiotic Ideologies.
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- Signs & Society, 2020, v. 8, n. 2, p. 243, doi. 10.1086/707315
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- Article
Strategic investment under uncertainty: why multi-option firms lose the preemption run.
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- Journal of the Operational Research Society, 2024, v. 75, n. 9, p. 1855, doi. 10.1080/01605682.2023.2281535
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- Article
Optimal financing strategies for a risk-averse supplier under the CVaR criterion in a capital-constrained supply chain.
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- Journal of the Operational Research Society, 2024, v. 75, n. 8, p. 1643, doi. 10.1080/01605682.2023.2269192
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- Article
Million dollar baby -A primer on film finance practices in the U.S. movie industry.
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- Industry & Innovation, 2024, v. 31, n. 8, p. 991, doi. 10.1080/13662716.2024.2328004
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- Article
Venture capital exit after venture IPO.
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- Strategic Entrepreneurship Journal, 2025, v. 19, n. 1, p. 111, doi. 10.1002/sej.1515
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- Article
Synthetic long stock and option trading: Evidence from stock splits.
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- Journal of Financial Research, 2025, v. 48, n. 1, p. 321, doi. 10.1111/jfir.12404
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- Article
Pricing of contract Call and Put Option of Corn with Black-Scholes and Binomial Tree Approaches.
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- Journal of Agricultural Economics Researches, 2024, v. 16, n. 3, p. 116, doi. 10.30495/jae.2024.31816.2382
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- Article
Analyzing the American portfolio options within the CEV model incorporating dividend yield by the Lie symmetry approach.
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- Discrete & Continuous Dynamical Systems - Series S, 2025, v. 18, n. 4, p. 1, doi. 10.3934/dcdss.2024076
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- Article
Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices: Calibration of Local Volatility...: C. Yoo et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1147, doi. 10.1007/s10614-024-10590-9
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- Article
Information Spillover and Corporate Policies: The Case of Listed Options.
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- Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 1, p. 447, doi. 10.1017/S0022109023001229
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- Article
Valuation and Returns on Stock Return Volatility.
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- Accounting Review, 2025, v. 100, n. 2, p. 299, doi. 10.2308/TAR-2020-0151
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- Article
Does Unconditional Accounting Conservatism Imply Upside or Downside Risk? Evidence from the Options Market.
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- Accounting Horizons, 2025, v. 39, n. 1, p. 121, doi. 10.2308/HORIZONS-2021-071
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- Article
The use of options to assess the value of equity in start-ups.
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- Revista Española de Capital Riesgo, 2024, v. 19, n. 4, p. 13
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- Article
On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing.
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- Risks, 2025, v. 13, n. 2, p. 31, doi. 10.3390/risks13020031
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- Article
Comparison and Design of Dry-Stack Blocks with High Thermal Resistance for Exterior Walls of Sustainable Buildings in Cold Climates.
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- Sustainability (2071-1050), 2025, v. 17, n. 4, p. 1393, doi. 10.3390/su17041393
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- Article
Does equity crowdfunding benefit ventures located in high unemployment regions?
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- Small Business Economics, 2025, v. 64, n. 2, p. 575, doi. 10.1007/s11187-024-00908-0
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- Article
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 66, doi. 10.1093/jjfinec/nbq019
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- Article
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
American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution.
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- Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 540, doi. 10.1093/jjfinec/nbn013
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- Article
Disentangling compensation and employment risks using the behavioral agency model.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2007, v. 28, n. 10, p. 1001, doi. 10.1002/smj.624
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- Article
Influences of top management team incentives on firm risk taking.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2007, v. 28, n. 1, p. 81, doi. 10.1002/smj.548
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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
ENTRY IN THE PRESENCE OF DUELING OPTIONS.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2004, v. 25, n. 2, p. 121, doi. 10.1002/smj.368
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- Article
Option Value and Entry Timing.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2002, v. 23, n. 7, p. 655, doi. 10.1002/smj.244
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- Article
Asymmetric Network Connectedness of Fears.
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- Review of Economics & Statistics, 2022, v. 104, n. 6, p. 1304, doi. 10.1162/rest_a_01003
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- Article
Housing Discrimination and the Toxics Exposure Gap in the United States: Evidence from the Rental Market.
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- Review of Economics & Statistics, 2022, v. 104, n. 4, p. 807, doi. 10.1162/rest_a_00992
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- Article
INVESTMENT UNDER UNCERTAINTY: TESTING THE OPTIONS MODEL WITH PROFESSIONAL TRADERS.
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- Review of Economics & Statistics, 2010, v. 92, n. 4, p. 974, doi. 10.1162/REST_a_00041
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- Article
ON SOME SAMPLE PATH PROPERTIES OF INTRA-DAY FUTURES PRICES.
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- Review of Economics & Statistics, 1990, v. 72, n. 3, p. 529, doi. 10.2307/2109364
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- Article
SIMULTANEOUS ESTIMATION OF THE PARAMETERS OF THE BLACK-SCHOLES OPTION PRICING MODEL.
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- Review of Economics & Statistics, 1987, v. 69, n. 4, p. 727, doi. 10.2307/1935971
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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
AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM.
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- Analysis & Applications, 2007, v. 5, n. 1, p. 51, doi. 10.1142/S0219530507000870
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- Article
Hedging and nonlinear risk exposure.
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- Oxford Economic Papers, 2001, v. 53, n. 2, p. 281, doi. 10.1093/oep/53.2.281
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- Article
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 749, doi. 10.1007/s11009-021-09917-y
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- Article
Product Markovian Quantization of a Diffusion Process with Applications to Finance.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1087, doi. 10.1007/s11009-018-9652-1
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- Article
Pricing European Options in a Discrete Time Model for the Limit Order Book.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 985, doi. 10.1007/s11009-017-9610-3
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- Article
Multi-asset American Options and Parallel Quantization.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 547, doi. 10.1007/s11009-011-9265-4
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- Article
Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 147, doi. 10.1007/s11009-011-9228-9
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- Article
A Simple Novel Approach to Valuing Risky Zero Coupon Bond in a Markov Regime Switching Economy.
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- Methodology & Computing in Applied Probability, 2011, v. 13, n. 4, p. 783, doi. 10.1007/s11009-010-9190-y
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- Article
Call Option Prices Based on Bessel Processes.
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- Methodology & Computing in Applied Probability, 2011, v. 13, n. 2, p. 329, doi. 10.1007/s11009-009-9151-5
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- Article
Mixture Dynamics and Regime Switching Diffusions with Application to Option Pricing.
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- Methodology & Computing in Applied Probability, 2011, v. 13, n. 2, p. 349, doi. 10.1007/s11009-009-9155-1
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- Article
Option Pricing for Log-Symmetric Distributions of Returns.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 339, doi. 10.1007/s11009-007-9038-2
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- Article
Fourier Inversion Formulas in Option Pricing and Insurance.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 359, doi. 10.1007/s11009-007-9049-z
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- Article
Robust Monte Carlo Method for R&D Real Options Valuation.
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- Computational Economics, 2017, v. 49, n. 3, p. 481, doi. 10.1007/s10614-016-9578-z
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- Article
Efficient High-Order Numerical Methods for Pricing of Options.
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- Computational Economics, 2015, v. 45, n. 1, p. 31, doi. 10.1007/s10614-013-9405-8
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- Article
A Modified Least-Squares Simulation Approach to Value American Barrier Options.
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- Computational Economics, 2014, v. 44, n. 4, p. 489, doi. 10.1007/s10614-013-9409-4
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- Article