Zobrazeno 1 - 10
of 2 201
pro vyhledávání: '"Call option"'
Publikováno v:
JTAM (Jurnal Teori dan Aplikasi Matematika), Vol 8, Iss 2, Pp 324-335 (2024)
Call options of stock have a nonlinear dependence on market risk factors, thus encouraging the development of a method capable of measuring the risk of call option of stock, namely the Delta Gamma Normal Value at Risk (DGN VaR) method. The DGN VaR me
Externí odkaz:
https://doaj.org/article/11ecc9f70ea2494f90d36441cefd64ce
Publikováno v:
Journal of Modelling in Management, 2023, Vol. 18, Issue 6, pp. 1950-1974.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JM2-07-2022-0189
Publikováno v:
Mathematics, Vol 12, Iss 7, p 1077 (2024)
This paper discusses finding solutions to the modified Fractional Black–Scholes equation. As is well known, the options theory is beneficial in the stock market. Using call-and-pull options, investors can theoretically decide when to sell, hold, or
Externí odkaz:
https://doaj.org/article/274fd9205f3e40208ebc235d5b5bda86
Publikováno v:
Frontiers in Physics, Vol 11 (2023)
The option is an important derivative tool in financial market, and after decades of development, the option has emerged in various forms. This paper studies an exotic option with a proactive investment strategy. Compared with the classic option theo
Externí odkaz:
https://doaj.org/article/9753dde1a6e44fab86788d8d8cdd99cb
Autor:
Lie, Erik, author
Publikováno v:
Applied Corporate Risk and Liquidity Management, 2023, ill.
Externí odkaz:
https://doi.org/10.1093/oso/9780197664995.003.0008
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Autor:
Cheng Huang, Zheyu Du, Tianyao Ji, Zhe Chen, Runze Liu, Zhaoxia Jing, Qian Zhou, Yongyong Jia
Publikováno v:
Energy Reports, Vol 8, Iss , Pp 1283-1293 (2022)
The design of the power generation capacity adequacy mechanism requires comprehensive consideration of political goals, power systems, power markets and other factors. Although various adequacy mechanisms have been developed and practiced, they all s
Externí odkaz:
https://doaj.org/article/44c6ba7bc75c4d7c9ea7dc3c36fec74f
Publikováno v:
International Journal of Economics and Financial Issues, Vol 13, Iss 1 (2023)
In practice, financial decisions are made in the context of indeterminacy. Randomness, uncertainty, and fuzziness are three basic types of indeterminacy. A multiplicity of differential equations have been designed to depict various processes powered
Externí odkaz:
https://doaj.org/article/0055f3c777df4a22827b95753c2225df
Autor:
Yudi Mahatma, Ibnu Hadi
Publikováno v:
InPrime, Vol 3, Iss 2, Pp 136-143 (2021)
Abstract Volatility plays important role in options trading. In their seminal paper published in 1973, Black and Scholes assume that the stock price volatility, which is the underlying security volatility of a call option, is constant. But thereafter
Externí odkaz:
https://doaj.org/article/784cb15823dc455683b53a807a904114
Autor:
Mincheol Woo, Meong Ae Kim
Publikováno v:
Seonmul yeongu, Vol 29, Iss 4, Pp 280-300 (2021)
Informed traders may prefer the options market to the stock market for reasons including the leverage effect, transaction costs, restrictions on short sale. Many studies try to predict future returns of stocks using informed traders' behavior in the
Externí odkaz:
https://doaj.org/article/d3543f5f4c404e4493efdf0da0743284