|
|
|
|
|
Zhenya Liu and Yuhao Mu
Investors decide the best time to take a given action by maximizing their utility function while taking into account current information and the underlying process in the optimal stopping model. Option pricing, sequential analysis, disorder problems, and...
ver más
|
|
|
|
|
|
|
|
|
|
|
Kejing Zhao, Jinliang Zhang and Qing Liu
The reasonable pricing of options can effectively help investors avoid risks and obtain benefits, which plays a very important role in the stability of the financial market. The traditional single option pricing model often fails to meet the ideal expect...
ver más
|
|
|
|
|
|
|
|
|
|
|
Thien Dinh Hoang, Balázs Kovács, Tamás Madarász, Imre Czinkota
Pág. 63 - 75
One of the most significant current discussions in fluid transport industry is how to prolong the service life of a metallic pipeline system under severe physical and chemical conditions. Electrochemical corrosion is a persistent problem, causing materia...
ver más
|
|
|
|
|
|
|
|
|
|
|
Anders Bondemark, Erik Johansson, Fredrik Kopsch
Pág. 463 - 477
Are there option values for transport services? A few studies have tried to answer this question through various stated preference methods, but we do not know much about its magnitude in different contexts. In this paper, we summarize the theory on optio...
ver más
|
|
|
|
|
|
|
|
|
|
|
Cristina Viegas and José Azevedo-Pereira
This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Kyung Jin Choi, Byungkwon Lim and Jaehwan Park
This study explored the option value embedded in a reverse mortgage in Korea through an empirical analysis, using the Black?Scholes option-pricing model. The value of a reverse mortgage is affected by the variation in house prices. However, older homeown...
ver más
|
|
|
|
|
|
|
|
|
|
|
Bodo Herzog and Sufyan Osamah
This paper studies option pricing based on a reverse engineering (RE) approach. We utilize artificial intelligence in order to numerically compute the prices of options. The data consist of more than 5000 call- and put-options from the German stock marke...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jungho Choi and Eun-Young Park
Liquified natural gas (LNG) fuel has received significant attention as an affordable and highly efficient fuel option due to strengthened regulations on the sulfur content of bunker oil put in place by the International Maritime Organization. The main co...
ver más
|
|
|
|
|
|
|
|
|
|
|
Bushra Mohamed Elamin Elnaim
The following research paper is focusing on the research of online retailing adoption while challenges that are being faced in the area of system and network security. The research explores the major issues that put noticeable influence on the decision o...
ver más
|
|
|
|
|
|
|
|
|
|
|
André Giudice de Oliveira,Vinicius Mothé Maia,Antonio Carlos Figueiredo Pinto,Marcelo Cabús Klotzle,Luiz Felipe Jarques da Motta
Pág. 44 - 64
This paper compares the BM&FBovespa reference option premiums with the Garman-Kohlhagen model, Corrado-Su modified model, Merton's jump-diffusion model, and Black modified model for skewness and kurtosis for pricing dollar options and Ibovespa futures. T...
ver más
|
|
|
|
|
|