Zobrazeno 1 - 10
of 1 459
pro vyhledávání: '"put option"'
Publikováno v:
Jurnal Matematika UNAND, Vol 13, Iss 3, Pp 188-197 (2024)
In this study, we propose to determine option pricing by using Black-Scholes model numerically. The Keller box method, a numerical method with a box-shaped implicit scheme, is chosen to solve the problem of pricing stock options, especially European-
Externí odkaz:
https://doaj.org/article/8994136a0b9e4c8bbb2998eb9159db45
Publikováno v:
Mathematics, Vol 12, Iss 23, p 3874 (2024)
Classic options can no longer meet the diversified needs of investors; thus, it is of great significance to construct and price new options for enriching the financial market. This paper proposes a new option pricing model that integrates the logarit
Externí odkaz:
https://doaj.org/article/f38561e5950d4c7ebfac4ca04595d761
Publikováno v:
Risks, Vol 12, Iss 8, p 127 (2024)
This study contributes to the discussion about a fair and balanced pension system with a collectively funded pension scheme or social security and a defined contribution pillar. With an invigorated risk approach using financial option positions, it c
Externí odkaz:
https://doaj.org/article/9ef1c72414174f1fa58e813a8947b7a3
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
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
Akademický článek
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Akademický článek
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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
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 4, Pp 111-119 (2021)
This study offers in-depth knowledge of the socio-economic characteristics of funded pension projects. It is based on the financial position of pension market actors during the transition of the pension system to a more funded capitalized scheme, mai
Externí odkaz:
https://doaj.org/article/dcfe5142bc2d4f76baf48611d7c7831e