Negative call prices

Negative call prices

Detaylı Bibliyografya
Yazar:	Ruf, J
Materyal Türü:	Record
Baskı/Yayın Bilgisi:	2013

Benzer Materyaller

Pricing of call options on foreign exchange
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Baskı/Yayın Bilgisi: (2007)

Call option pricing when the exercise price is uncertain, and the valuation of index bonds
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An estimation procedure for the pricing of put and call stock options.
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Bounds on Negative Binomial Approximation to Call Function
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Two negations for the price of one
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Phosphorus price spikes: A wake-up call for phosphorus resilience
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Constructing Subordinated Diusions Calibrated To A Finite Call Price Surface
Yazar:: Zhang, X
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An empirical comparison of the bachelier and the black-scholes call option pricing models.
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Pricing holder-extendable call options with mean-reverting stochastic volatility
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Proactive Hedging European Call Option Pricing with Linear Position Strategy
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A Compound Up-and-In Call like Option for Wind Projects Pricing
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Pre-open call auction and price discovery: Evidence from India
Yazar:: Rajesh Acharya, ve diğerleri
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Closing price manipulation in Borsa Istanbul and the impact of call auction sessions
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Skewed Normal Distribution Of Return Assets In Call European Option Pricing
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Affordability of antimicrobials for animals and humans in Vietnam: A call to revise pricing policies
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Experts call for mass testing and vaccinate those tested negative
Yazar:: The Star
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Considerations Regarding the Negative Prices on the Electricity Market
Yazar:: Pavel Atănăsoae, ve diğerleri
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The Effect of Positive and Negative Events on Cryptocurrency Prices
Yazar:: Emrah Öget
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Penerapan black-scholes options pricing model untuk penilaian opsi call
Yazar:: , Aji Muhammad Abidharta Wardana Hakim
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Penerapan Black-Scholes Option Pricing Model untuk penilaian opsi call
Yazar:: , ABIDHARTA WH., Aji M, ve diğerleri
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An Optimization Approach for pricing of Discrete European Call options Based on the Preference of Investors
Yazar:: Weiwei Wang, ve diğerleri
Baskı/Yayın Bilgisi: (2023-01-01)

Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints
Yazar:: Arindam Kundu, ve diğerleri
Baskı/Yayın Bilgisi: (2016-06-01)

On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm
Yazar:: Javed Hussain, ve diğerleri
Baskı/Yayın Bilgisi: (2020-05-01)

Analysis of Prices in Squeeze-outs and Calls Preceding Them on Warsaw Stock Exchange
Yazar:: Katarzyna Królik-Kołtunik
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Assessing the negative impact of the it sector on the environment: a call for sustainable solutions
Yazar:: Timchenko Aleksandr, ve diğerleri
Baskı/Yayın Bilgisi: (2024-01-01)

World Society for Pediatric Infectious Diseases calls for action to ensure fair prices for vaccines
Yazar:: Fiona M Russell, ve diğerleri
Baskı/Yayın Bilgisi: (2024-01-01)

One-Clock Priced Timed Games with Negative Weights
Yazar:: Thomas Brihaye, ve diğerleri
Baskı/Yayın Bilgisi: (2022-08-01)

Are extreme negative returns priced in the Indian stock market?
Yazar:: Tariq Aziz, ve diğerleri
Baskı/Yayın Bilgisi: (2018-03-01)

Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
Yazar:: S. N. I., Ibrahim, ve diğerleri
Baskı/Yayın Bilgisi: (2022)

Limiting Cases of the Black-Scholes Type Asymptotics of Call Option Pricing in the Generalised CRR Model
Yazar:: Emilia Fraszka-Sobczyk
Baskı/Yayın Bilgisi: (2023-07-01)

Fresh Produce Ordering, Pricing and Freshness-Keeping Decisions with Call Option Contracts and Spot Markets
Yazar:: Deng Jia, ve diğerleri
Baskı/Yayın Bilgisi: (2024-04-01)

The Positive and Negative Effects of Sustainability on Real Estate Transaction Prices
Yazar:: Farley Ishaak, ve diğerleri
Baskı/Yayın Bilgisi: (2024-12-01)

Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing
Yazar:: Simon CK Lee
Baskı/Yayın Bilgisi: (2020-02-01)

Poor Cervical Cancer Screening Attendance and False Negatives. A Call for Organized Screening.
Yazar:: Marta Castillo, ve diğerleri
Baskı/Yayın Bilgisi: (2016-01-01)

A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
Yazar:: Choo, Shou Pin, ve diğerleri
Baskı/Yayın Bilgisi: (2009)

The Impact of the Crude Oil Price on Tankers’ Port-Call Features: Mining the Information in Automatic Identification System
Yazar:: Jackson Jinhong Mi, ve diğerleri
Baskı/Yayın Bilgisi: (2022-10-01)

Pricing the European call option in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Exact formulas
Yazar:: Sergii Kuchuk-Iatsenko, ve diğerleri
Baskı/Yayın Bilgisi: (2015-09-01)

The practical framework of the Black-Scholes model of pricing a european call option: economical and mathematical interpretation
Yazar:: Драган Јањић
Baskı/Yayın Bilgisi: (2014-07-01)

['The practical framework of the Black-Scholes model of pricing a european call option: economical and mathematical interpretation']
Yazar:: Драган Јањић
Baskı/Yayın Bilgisi: (2014-07-01)

Strategic Joining and Pricing Policies in a Retrial Queue With Orbital Search and Its Application to Call Centers
Yazar:: Shan Gao, ve diğerleri
Baskı/Yayın Bilgisi: (2019-01-01)