Market-conform valuation of options / by 399986 Herwig, Tobias

Vessel valuation : an options approach by Largiadèr, Caspar Andri, 1965-

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Equilibrium-based valuation of option prices in jump-diffusion models by Huang, Hua Mei

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Stabilized Adams type method with a block extension for the valuation of options by Samuel N. Jator, Dong Y. Nyonna, Andrew D. Kerr

“…The SBAM is then extended on the entire interval and applied as a single block matrix equation for the valuation of options on a non-dividend-paying stock by solving a system resulting from the semi-discretization of the Black-Scholes model. …”
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Orthogonal polynomial expansions for the valuation of options under the stochastic volatility models with stochastic correlation by Kevin Z. Tong

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An Integrated Real options Framework for model-based identification and valuation of options under uncertainty by Mikaelian, Tsoline

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A Partition of unity finite element method for valuation American option under Black-Scholes model by El kharrazi Zaineb, Izem Nouh, Malek Mustapha, Saoud Sahar

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The Value of a Biotechnology Start-up: Creative Destruction and Real Options Approach The Value of a Biotechnology Start-up: Creative Destruction and Real Options Approach by Cecilia Maya Ochoa

Subjects: “…Valuation, Real Options, Biotechnology, Creative Destruction, Jump-only Stochastic Process.…”
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Business valuation and federal taxes : procedure, law and perspective / by Laro, David, 1942- 280769, Pratt, Shannon P. 251127

Model Calibration in Option Pricing by Andre Loerx, Ekkehard W. Sachs

“…Furthermore, we address important numerical issues in the valuation of options and likewise the calibration of these models. …”
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Mean Reversion with Drift and Real Options in Steel Industry by Luiz de Magalhães Ozorio, Carlos de Lamare Bastian-Pinto, Tara Nanda Baidya, Luiz Eduardo Teixeira Brandão

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Pricing extendible options using the fast Fourier transform by Ibrahim, Siti Nur Iqmal, O'Hara, John G., Constantinou, Nick

“…This paper applies the fast Fourier transform (FFT) approach, within the Black-Scholes framework, to the valuation of options whose time to maturity can be extended to a future date (extendible options). …”
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Volatility Timing: Pricing Barrier Options on DAX XETRA Index by Carlos Esparcia, Elena Ibañez, Francisco Jareño

“…As a complementary study, we propose the valuation of options by assuming a constant or historical volatility. …”
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Estimation of certain parameters of Black-Scholes model in analysing effectiveness of development investments by Meszek Wiesław, Dziadosz Agnieszka

“…However, in many cases, the valuation of real options is more difficult than the valuation of options for financial assets. In this paper, we will analyze one of the options, which isembedded in capital budgeting projects - the option to delay a project, especially when a the company has exclusive rights to the project. …”
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Context-dependent choice and evaluation in real-world consumer behavior by A. Ross Otto, Sean Devine, Eric Schulz, Aaron M. Bornstein, Kenway Louie

“…Taken together, our results provide a potent demonstration of context-dependent choice in real-world choice settings, manifesting both in decisions and subjective valuation of options.…”
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CEV Model with Stochastic Volatility by IVAN BURTNYAK, Anna Malytska

“…A general theory of derivative valuation of options generated by diffusion processes is developed. …”
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Option in House Lease Contracts by Roghayyeh Aminikhah

“…Finally, the approaches for valuation of option of leasing contract are presented which is confirmed in Iran in addition to the validity of the model.…”
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Option pricing by Nikivorou-Ovarov differential resolution method by mehdi abvali, maryam khaliliaraghi, hasan hasanabadi, ahmad yaghobnezhad

“…The Black-Scholes pricing theory is one of the most important ways of valuating transaction options. This equation is used to pricing a variety of European options. …”
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On the Class of Risk Neutral Densities under Heston’s Stochastic Volatility Model for Option Valuation by Benzion Boukai

“…Thus, we show that any member of this class could be used for the direct risk neutral valuation of option prices under Heston’s stochastic volatility model. …”
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Pricing the Financial Heston Model Using Parallel Finite Difference Method on GPU CUDA by Pranowo - Pranowo

“…Option prices need to be accurately evaluated according to reality and quickly so that the resulting value can be utilized at the best momentum. Valuation of option prices can use the Heston equation model which has advantages compared to other equation models because the assumption of volatility is not constant with time or stochastic volatility. …”
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