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Showing 41 - 60 results of 135 for search '"option (finance)"', query time: 1.24s Refine Results
  1. 41
    A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes
    by Hahn, Warren Joseph
    Published 2008
    Subjects: “...Real options (Finance)...”
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  2. 42
    Three essays on volatility forecasting
    by Cheng, Xin
    Published 2010
    Subjects: “...Options (Finance)...”
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  3. 43
    The profitability of index futures spread arbitrage strategies with bid and ask index quotes
    by Chan, Ka Ming Camay
    Published 2001
    Subjects: “...Options (Finance)...”
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  4. 44
    Numerical methods for solving Markov chain driven Black-Scholes model
    by Au, Chi Yan
    Published 2010
    Subjects: “...Options (Finance)...”
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  5. 45
    Valuation of presale launches in market equilibrium: real options strategic exercise.
    Published 2000
    Subjects: “...Options (Finance)...”
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  6. 46
    Esscher transform of option pricing on a mean-reverting asset with GARCH.
    Published 2011
    Subjects: “...Options (Finance)--Prices--Mathematical models...”
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  7. 47
    Mean-reverting assets with mean-reverting volatility.
    Published 2008
    Subjects: “...Options (Finance)--Prices--Mathematical models...”
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  8. 48
    Double barrier option pricing for double exponential jump diffusion model.
    Published 2008
    Subjects: “...Options (Finance)--Prices--Mathematical models...”
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  9. 49
    A closed-form option pricing model on co-integrated assets with stochastic volatilities.
    Published 2010
    Subjects: “...Options (Finance)--Prices--Mathematical models...”
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  10. 50
    The impact of default barriers on corporate assets.
    Published 2004
    Subjects: “...Options (Finance)--Valuation--Econometric models...”
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  11. 51
    "Volatility smile" of Hang Seng Index options: unlocking market information.
    Published 1997
    Subjects: “...Options (Finance)...”
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  12. 52
    General diffusions: financial applications, analysis and extension.
    Published 2010
    Subjects: “...Options (Finance)--Prices--Mathematical models...”
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  13. 53
    A study of the relationship between volatility premium and option returns over different time horizons: an ex-post and ex-ante empirical analysis using bid-ask data
    by Chan, Chun Keung
    Published 2016
    Subjects: “...Forecasting;Investment analysis;Investments;Options (Finance);Stock options...”
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  14. 54
    The use of Eurodollar futures and options in short term asset/liability management.
    Published 1990
    Subjects: “...Options (Finance)...”
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  15. 55
    Dynamic options portfolio selection.
    Published 2003
    Subjects: “...Options (Finance)--Mathematical models...”
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  16. 56
    Option theory for mortgages and mortgage-backed securities.
    Published 2003
    Subjects: “...Options (Finance)--Mathematical models...”
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  17. 57
    A study on options hedge against purchase cost fluctuation in supply contracts.
    Published 2008
    Subjects: “...Options (Finance)--Mathematical models...”
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  18. 58
    Numerical methods for early-exercise option pricing via Fourier analysis
    by Huang, Ning Ying
    Published 2010
    Subjects: “...Options (Finance) -- Mathematical models...”
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  19. 59
    Pricing discretely monitored barrier options via a fast and accurate FFT-based method
    by Weng, Zuo Qiu
    Published 2010
    Subjects: “...Options (Finance) -- Mathematical models...”
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  20. 60
    Options, volatility and simulations.
    Published 1997
    Subjects: “...Options (Finance)--Prices--Mathematical models...”
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