Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Erwinna Chendra"'
Publikováno v:
10TH INTERNATIONAL CONFERENCE ON APPLIED SCIENCE AND TECHNOLOGY.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b72161981f9369e8419e3ab0a65ea52
https://doi.org/10.1063/5.0104454
https://doi.org/10.1063/5.0104454
Autor:
Kuntjoro Adji Sidarto, Erwinna Chendra
Publikováno v:
Review of Quantitative Finance and Accounting. 54:651-669
Employee stock options (ESOs) are call options granted by a company to its employees as a means to retain and to motivate them for working towards improvement of the company’s earning and management. ESOs have unique characteristics, such as: they
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc8db1cc46a2fc25b26ae4769c083cd9
https://doi.org/10.1007/s11156-019-00802-x
https://doi.org/10.1007/s11156-019-00802-x
Publikováno v:
Proceedings of the 1st International MIPAnet Conference on Science and Mathematics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f64a2e4a9cc31814b6e3fadd0a58e901
https://doi.org/10.5220/0010137400002775
https://doi.org/10.5220/0010137400002775
Publikováno v:
World Journal of Engineering and Technology. :296-301
In this paper, we use a modified path simulation method for valuation of Asian American Options. This method is a modification of the path simulation model proposed by Tiley. We assume that the behavior of the log return of the underlying assets foll
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71663f55a67d9e8ebbf818f8a30fddf7
https://doi.org/10.4236/wjet.2015.33c044
https://doi.org/10.4236/wjet.2015.33c044
Publikováno v:
Journal of Applied Mathematics and Physics. :1000-1008
Geometric Brownian Motion (GBM) is widely used to model the asset price dynamics. Option price models such as the Black-Sholes and the binomial tree models rely on the assumption that the underlying asset price dynamics follow the GBM. Modeling the a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b742c9efe2074ab018a3f41d34758196
https://doi.org/10.4236/jamp.2014.211114
https://doi.org/10.4236/jamp.2014.211114
Publikováno v:
Journal of Physics: Conference Series. 1218:012030
In investing, generally an investor wants an optimum portfolio. This means that the forming portfolio has minimum risk, maximum return or can also be a combination of both with other constraints determined by the investor. These constraints could be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc424c173964e26ae03ca50026ddaa50
https://doi.org/10.1088/1742-6596/1218/1/012030
https://doi.org/10.1088/1742-6596/1218/1/012030
Publikováno v:
International Journal of Banking, Accounting and Finance. 10:1
An Asian option is path-dependent derivatives whose payoff depends on the average of the underlying asset price over a certain pre-specified period of time. There is no simple closed-form solution for arithmetic Asian option hence the development of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c5c210c3ac9596ca87f5f4ef0cde9781
https://doi.org/10.1504/ijbaaf.2019.10016759
https://doi.org/10.1504/ijbaaf.2019.10016759
Publikováno v:
IOP Conference Series: Materials Science and Engineering. 335:012041
Employee Stock Options (ESOs) are stock options granted by companies to their employees. Unlike standard options that can be traded by typical institutional or individual investors, employees cannot sell or transfer their ESOs to other investors. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::918bdd4fb7ab1d8699ef5151ec991d5a
https://doi.org/10.1088/1757-899x/335/1/012041
https://doi.org/10.1088/1757-899x/335/1/012041
Publikováno v:
IOP Conference Series: Materials Science and Engineering. 300:012004
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86fd8254b3dbf9c5b467d3c4af45334f
https://doi.org/10.1088/1757-899x/300/1/012004
https://doi.org/10.1088/1757-899x/300/1/012004
Autor:
Kuntjoro Adji Sidarto, Siska Lismayanti, Muhammad Rusdi Syamsuddin, Dila Puspita, Erwinna Chendra
Publikováno v:
ICACCI
Employee Stock Options (ESOs) are call options granted by a company to its employees on the stock of the company. ESOs are an important part of company compensation and the valuation of these options has become a focus attention in finance and accoun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83356313a9cf35037a3dcaadaf6eb257
https://doi.org/10.1109/icacci.2013.6637384
https://doi.org/10.1109/icacci.2013.6637384