Negative call prices

Negative call prices

Bibliografski detalji
Glavni autor:	Ruf, J
Format:	Record
Izdano:	2013

Slični predmeti

Pricing of call options on foreign exchange
od: Javaheri, Alireza
Izdano: (2007)

Call option pricing when the exercise price is uncertain, and the valuation of index bonds
od: Fischer, Stanley
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An estimation procedure for the pricing of put and call stock options.
od: St. Peter, John Treadwell.
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Bounds on Negative Binomial Approximation to Call Function
od: Amit N. Kumar
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Two negations for the price of one
od: Anna Notley, i dr.
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Phosphorus price spikes: A wake-up call for phosphorus resilience
od: Will J. Brownlie, i dr.
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Constructing Subordinated Diusions Calibrated To A Finite Call Price Surface
od: Zhang, X
Izdano: (2013)

An empirical comparison of the bachelier and the black-scholes call option pricing models.
od: Kok, Wen Ya., i dr.
Izdano: (2009)

Pricing holder-extendable call options with mean-reverting stochastic volatility
od: Ibrahim, Siti Nur Iqmal, i dr.
Izdano: (2015)

Proactive Hedging European Call Option Pricing with Linear Position Strategy
od: Meng Li, i dr.
Izdano: (2018-01-01)

A Compound Up-and-In Call like Option for Wind Projects Pricing
od: Michele Bufalo, i dr.
Izdano: (2023-05-01)

Pre-open call auction and price discovery: Evidence from India
od: Rajesh Acharya, i dr.
Izdano: (2014-12-01)

Closing price manipulation in Borsa Istanbul and the impact of call auction sessions
od: Eyüp Kadıoğlu, i dr.
Izdano: (2015-09-01)

Affordability of antimicrobials for animals and humans in Vietnam: A call to revise pricing policies
od: Carrique-Mas, J, i dr.
Izdano: (2019)

Experts call for mass testing and vaccinate those tested negative
od: The Star
Izdano: (2021)

Penerapan black-scholes options pricing model untuk penilaian opsi call
od: , Aji Muhammad Abidharta Wardana Hakim
Izdano: (2003)

Penerapan Black-Scholes Option Pricing Model untuk penilaian opsi call
od: , ABIDHARTA WH., Aji M, i dr.
Izdano: (2003)

An Optimization Approach for pricing of Discrete European Call options Based on the Preference of Investors
od: Weiwei Wang, i dr.
Izdano: (2023-01-01)

Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints
od: Arindam Kundu, i dr.
Izdano: (2016-06-01)

Considerations Regarding the Negative Prices on the Electricity Market
od: Pavel Atănăsoae, i dr.
Izdano: (2020-12-01)

The Effect of Positive and Negative Events on Cryptocurrency Prices
od: Emrah Öget
Izdano: (2022-03-01)

Assessing the negative impact of the it sector on the environment: a call for sustainable solutions
od: Timchenko Aleksandr, i dr.
Izdano: (2024-01-01)

World Society for Pediatric Infectious Diseases calls for action to ensure fair prices for vaccines
od: Fiona M Russell, i dr.
Izdano: (2024-01-01)

One-Clock Priced Timed Games with Negative Weights
od: Thomas Brihaye, i dr.
Izdano: (2022-08-01)

Are extreme negative returns priced in the Indian stock market?
od: Tariq Aziz, i dr.
Izdano: (2018-03-01)

Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
od: S. N. I., Ibrahim, i dr.
Izdano: (2022)

Fresh Produce Ordering, Pricing and Freshness-Keeping Decisions with Call Option Contracts and Spot Markets
od: Deng Jia, i dr.
Izdano: (2024-04-01)

Limiting Cases of the Black-Scholes Type Asymptotics of Call Option Pricing in the Generalised CRR Model
od: Emilia Fraszka-Sobczyk
Izdano: (2023-07-01)

Poor Cervical Cancer Screening Attendance and False Negatives. A Call for Organized Screening.
od: Marta Castillo, i dr.
Izdano: (2016-01-01)

The Positive and Negative Effects of Sustainability on Real Estate Transaction Prices
od: Farley Ishaak, i dr.
Izdano: (2024-12-01)

Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing
od: Simon CK Lee
Izdano: (2020-02-01)

CALL in use : use of CALL : evaluating CALL software /
od: 374203 Legenhausen, Lienhard, i dr.

A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
od: Choo, Shou Pin, i dr.
Izdano: (2009)

The Impact of the Crude Oil Price on Tankers’ Port-Call Features: Mining the Information in Automatic Identification System
od: Jackson Jinhong Mi, i dr.
Izdano: (2022-10-01)

Pricing the European call option in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Exact formulas
od: Sergii Kuchuk-Iatsenko, i dr.
Izdano: (2015-09-01)

The practical framework of the Black-Scholes model of pricing a european call option: economical and mathematical interpretation
od: Драган Јањић
Izdano: (2014-07-01)

Artificial Intelligence for Modeling Real Estate Price Using Call Detail Records and Hybrid Machine Learning Approach
od: Gergo Pinter, i dr.
Izdano: (2020-12-01)

A Call to Action Against Persistent Lack of Transparency in Vaccine Pricing Practices During the COVID-19 Pandemic
od: Gabriela Arguedas-Ramírez
Izdano: (2022-10-01)

Applying Ricœur’s Model of Suffering to Negative Non-Primarily Physical Experiences Not Called “Suffering” in Everyday Language
od: Charlotte Geindre
Izdano: (2024-12-01)

Occupational Stress and its Perceived Negative Impact on the Health and Performance of the Employees of a Banking Call Center
od: Staicu Elena-Alina, i dr.
Izdano: (2022-06-01)