Zobrazeno 1 - 10
of 1 058
pro vyhledávání: '"CALL options"'
Autor:
J. O. Ataguba, J. C. Onyejiaka
Publikováno v:
Journal of Applied Sciences and Environmental Management, Vol 28, Iss 11B Supplementary (2024)
The existing closed-form models for the valuation of call options in solid mineral land use/development; (including the Samuelson-McKean model) often feature deterministic inputs and outputs that inadequately account for the dynamics of risk and unce
Externí odkaz:
https://doaj.org/article/2919338b65404a509ab0c77450070707
Autor:
Huang, Shih-Feng, Ciou, Guan-Chih
Publikováno v:
Statistica Sinica, 2018 Apr 01. 28(2), 995-1008.
Externí odkaz:
https://www.jstor.org/stable/44841934
Autor:
Finnerty, John D., Park, Rachael W.
Publikováno v:
The Journal of Private Equity, 2018 Apr 01. 21(2), 14-30.
Externí odkaz:
https://www.jstor.org/stable/26394225
Publikováno v:
Engineering Analysis with Boundary Elements. 150:154-166
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fdc3cae1de4a0ff1ca7f86ba4eda7bc3
https://doi.org/10.1016/j.enganabound.2023.01.022
https://doi.org/10.1016/j.enganabound.2023.01.022
Autor:
Ryno du Plooy, Pierre J. Venter
Publikováno v:
Cogent Economics & Finance, Vol 9, Iss 1 (2021)
In this paper, a feed-forward artificial neural network (ANN) is used to price Johannesburg Stock Exchange (JSE) Top 40 European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the prices
Externí odkaz:
https://doaj.org/article/d78cff9473654dfcbeea256ea8b4efb1
Autor:
Shea, Gary S.
Publikováno v:
Oxford Economic Papers, 2007 Oct 01. 59, i73-i104.
Externí odkaz:
https://www.jstor.org/stable/4500099
Autor:
Rasmusen, Eric
Publikováno v:
The Review of Financial Studies, 2007 Sep 01. 20(5), 1647-1667.
Externí odkaz:
https://www.jstor.org/stable/4494815
Autor:
Sapp, Stephen
Publikováno v:
Journal of Money, Credit and Banking, 2007 Mar 01. 39(2/3), 443-470.
Externí odkaz:
https://www.jstor.org/stable/4494258
Publikováno v:
The Review of Financial Studies, 2007 Mar 01. 20(2), 359-390.
Externí odkaz:
https://www.jstor.org/stable/4494773