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A Fuzzy Pay-Off Method for Real Option ValuationStatistical properties of the volatility of price fluctuationsCorporate social responsibility: a real options approach to the challenge of financial sustainabilityReciprocity as a Foundation of Financial Economics.Scaling and data collapse for the mean exit time of asset prices.A numerical study of the European option by the MLPG method with moving kriging interpolation.Probability tree algorithm for general diffusion processes.Statistical analysis of the overnight and daytime return.Scaling and memory of intraday volatility return intervals in stock markets.How excluding some benefits from value assessment of new drugs impacts innovation.An Equation and its WorldsContinuous-Time Methods in Finance: A Review and an AssessmentDesign Catalogs: A Systematic Approach to Design and Value Flexibility in Engineering SystemsEmpirical evaluation of procedures to generate flexibility in engineering systems and improve lifecycle performanceCan real option values explain apparent storage at a loss?Front-fixing FEMs for the pricing of American options based on a PML techniqueDynamic Model for Market Competition and Price RigidityReal option value and random jumps: application of a simulation modelDiffusion Approximations of the Geometric Markov Renewal Processes and Option Price FormulasPricing Equity-Indexed Annuities under Stochastic Interest Rates Using CopulasOptimal Geometric Mean Returns of Stocks and Their OptionsOptimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete MarketArbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short PositionsBinary Tree Pricing to Convertible Bonds with Credit Risk under Stochastic Interest RatesDynkin's Games and Israeli OptionsA Simple Numerical Method for Pricing an American Put OptionAccurate Numerical Method for Pricing Two-Asset American Put OptionsEvaluating Energy Sector Investments: Calculating VolatilityPricing Options and Convertible Bonds Based on an Actuarial ApproachValuing Convertible Bonds Based on LSRQM MethodPricing Options Based on Trinomial Markov TreeNew Methods with Capped Options for Pricing American OptionsRandomized Binomial Tree and Pricing of American-Style OptionsCanonical Least-Squares Monte Carlo Valuation of American Options: Convergence and Empirical Pricing AnalysisDesign of Positive, Negative, and Alternating Sign Generalized Logistic MapsMicrostructure Models with Short-Term Inertia and Stochastic VolatilityAssessing the Option to Abandon an Investment Project by the Binomial Options Pricing ModelComparison of the Datar-Mathews Method and the Fuzzy Pay-Off Method through Numerical ResultsClosed-Form Optimal Strategies of Continuous-Time Options with Stochastic Differential EquationsPricing Mining Concessions Based on Combined Multinomial Pricing Model
P2860
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P2860
description
article
@en
im September 1979 veröffentlichter wissenschaftlicher Artikel
@de
wetenschappelijk artikel
@nl
наукова стаття, опублікована у вересні 1979
@uk
ലേഖനം
@ml
name
Option pricing: A simplified approach
@en
Option pricing: A simplified approach
@nl
type
label
Option pricing: A simplified approach
@en
Option pricing: A simplified approach
@nl
prefLabel
Option pricing: A simplified approach
@en
Option pricing: A simplified approach
@nl
P2093
P1476
Option pricing: A simplified approach
@en
P2093
John C. Cox
Mark Rubinstein
Stephen A. Ross
P304
P356
10.1016/0304-405X(79)90015-1
P577
1979-09-01T00:00:00Z