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10,181 results on '"OPTIONS (Finance)"'

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1. Institutional dual holdings and expected crash risk: Evidence from mergers between lenders and equity holders.

2. Options Trading and Stock Price Informativeness.

3. Audit partner identification, matching, and the labor market for audit talent.

4. Option Return Predictability with Machine Learning and Big Data.

5. Price leadership in China's oil futures market: take two.

6. European vulnerable options pricing under sub-mixed fractional jump-diffusion model with stochastic interest rate.

7. On the Optimal Choice of Strike Conventions in Exchange Option Pricing.

8. The interaction between equity-based compensation and debt in managerial risk choices.

9. Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules.

10. The Dynamic Informativeness of Scheduled News.

11. Prospects for Markets for Internationally Transferred Mitigation Outcomes under the Paris Agreement.

12. Improved robust price bounds for multi-asset derivatives under market-implied dependence information.

13. Million dollar baby -A primer on film finance practices in the U.S. movie industry.

14. A generalized adaptive Monte Carlo algorithm based on a two-step iterative method for linear systems and its application to option pricing.

15. Introducing the Kansas City Fed's Measure of Policy Rate Uncertainty (KC PRU).

16. Review and Assessment of Decarbonized Future Electricity Markets.

17. TOWARDS A CIRCULAR ECONOMY IN SMES IN POLAND – PRACTICES, BARRIERS AND SUPPORT.

18. Is Reinforcement Learning Good at American Option Valuation?

19. Appraisal of Post-Harvest Drying and Storage Operations in Africa: Perspectives on Enhancing Grain Quality.

21. Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options.

22. The bilateral Gamma motion: Calibration and option pricing.

23. Strategic investment under uncertainty: why multi-option firms lose the preemption run.

24. Third‐party logistics firm's technology investment and financing options in platform‐based supply chain with 4PL service.

25. A New Index of Option Implied Absolute Deviation.

26. Pricing forward-start style exotic options under uncertain stock models with periodic dividends.

27. Scaling up climate change finance in Ghana: The role of religious institutions.

28. Semi-Analytic Pricing of American Options in Time-Dependent Jump-Diffusion Models with Exponential Jumps.

29. A Leptokurtic Distribution Explains Volatility Skew and Smile.

30. Pricing on Trees Using New Risk-Free Rates.

31. VIX Options Valuation via Continuous-Time Markov Chain Approximation and Ito-Taylor Expansion.

32. The Performance of Options-Based Investment Strategies: Evidence for Individual Stocks from 2004 to 2019.

33. Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models.

34. Funding Illiquidity Implied by S&P 500 Derivatives.

35. Options Trading and Earnings Management.

36. Some asymptotics for short maturity Asian options.

37. Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm.

38. Real green or fake green? Impact of green credit policy on corporate ESG performance.

39. Option pricing in a stochastic delay volatility model.

40. Pricing European option under the generalized fractional jump-diffusion model.

41. Modelling Up-and-Down Moves of Binomial Option Pricing with Intuitionistic Fuzzy Numbers.

42. An Efficient Numerical Scheme for a Time-Fractional Black–Scholes Partial Differential Equation Derived from the Fractal Market Hypothesis.

43. Efficient pricing and calibration of high-dimensional basket options.

44. Optimal financing strategies for a risk-averse supplier under the CVaR criterion in a capital-constrained supply chain.

45. A Hybrid Spectral-Finite Difference Method for Numerical Pricing of Time-Fractional Black–Scholes Equation.

46. Accounting for Uncertainty.

47. Trading Option Portfolios Using Expected Profit and Expected Loss Metrics.

48. Fair and Sustainable Pension System: Market Equilibrium Using Implied Options.

49. Pricing basket put option with correlation factor using homotopy perturbation method.

50. Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market.

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