EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Compound option"
Narrow search

Narrow search

Year of publication
Subject
All
Option pricing theory 11 Optionspreistheorie 9 compound option 9 Compound option 6 R&D 4 Real options analysis 4 Realoptionsansatz 4 Banking crisis 3 Black-Scholes model 3 Black-Scholes-Modell 3 Monte Carlo simulation 3 Option trading 3 Optionsgeschäft 3 Real options 3 Stochastic process 3 Stochastischer Prozess 3 sequential compound option 3 American compound option 2 BOT (Build-Operate-Transfer) project finance 2 Compound option model 2 Contingent claim 2 Kreditrisiko 2 MRG (Minimum Revenue Guarantee) agreement 2 Monte-Carlo-Simulation 2 RCP (Revenue Cap) agreement 2 Real option 2 Repeatedly-exercisable call-put compound option 2 Sovereign default risk 2 Technical risk 2 Term structure 2 Yield spreads 2 bank default 2 compound option theory 2 higher education 2 jump-discussion process 2 liability structure 2 option pricing theory 2 pharmaceutical industry 2 real option 2 real options 2
more ... less ...
Online availability
All
Undetermined 16 Free 9
Type of publication
All
Article 20 Book / Working Paper 9
Type of publication (narrower categories)
All
Article in journal 9 Aufsatz in Zeitschrift 9 Conference Paper 1 Working Paper 1 research-article 1
Language
All
Undetermined 15 English 13 German 1
Author
All
Maltritz, Dominik 5 Eichler, Stefan 3 Karmann, Alexander 3 Jaebum, Jun 2 Stokes, Jeffrey R. 2 Basili, Marcello 1 Cassimon, D. 1 Cassimon, Danny 1 Chang, Ming-Chi 1 Chang, Ta-Cheng 1 Chang, Ta-cheng 1 Chiarella, Carl 1 Chou, Li-chuan 1 Cummins, Mark 1 D'Amico, Guglielmo 1 De Backer, M. 1 Deeney, Peter 1 Engelen, P.J. 1 Engelen, Peter-Jan 1 Finnoff, David 1 Hastings, Alan 1 Heintz, Katharina 1 Hochard, Jacob 1 Hsu, Wei-tze 1 JANG, WON-JOON 1 Jiang, I-Ming 1 Kang, Boda 1 Kang, Sang Baum 1 LEE, JEONG-DONG 1 LIU, YU-HONG 1 Lin, Yu-Ling 1 Liu, Yu-hong 1 Létourneau, Pascal 1 Mahayni, Antje 1 Nishihara, Michi 1 Pennings, Enrico 1 Pennings, H.P.G. 1 Pryce, Mary T. 1 Renò, Roberto 1 Scaillet, O. 1
more ... less ...
Institution
All
Deutsche Bundesbank 1 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Finance Discipline Group, Business School 1 Graduate School of Economics, Osaka University 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
more ... less ...
Published in...
All
International Journal of Strategic Property Management 2 Review of Economics 2 American journal of agricultural economics 1 Annals of finance 1 Applied Mathematical Finance 1 Applied mathematical finance 1 Asia-Pacific Financial Markets 1 Asia-Pacific journal of accounting & economics : APJAE 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Modeling Financial Market Risk 1 Department of Economics University of Siena 1 Discussion Paper Series 2 1 Discussion Paper Series 2: Banking and Financial Studies 1 Discussion Papers in Economics and Business 1 ERIM Report Series Research in Management 1 Energy economics 1 European journal of operational research : EJOR 1 International Journal of Innovation and Technology Management (IJITM) 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 Journal of Economic Dynamics and Control 1 MPRA Paper 1 Mathematics and financial economics 1 Quarterly Journal of Finance (QJF) 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Research Paper Series / Finance Discipline Group, Business School 1 Research Policy 1 The North American journal of economics and finance : a journal of financial economics studies 1 The quarterly journal of finance 1
more ... less ...
Source
All
RePEc 17 ECONIS (ZBW) 9 EconStor 2 Other ZBW resources 1
Showing 11 - 20 of 29
Cover Image
A Model for Evaluating Pharmaceutical R&D Investment Projects under Technical and Economic Uncertainties
Pennings, Enrico; Sereno, Sereno, L. - Erasmus Research Institute of Management (ERIM), … - 2010
This study sets up a compound option approach for evaluating pharmaceutical R&D investment projects in the presence of …
Persistent link: https://www.econbiz.de/10010837694
Saved in:
Cover Image
A Model for Evaluating Pharmaceutical R&D Investment Projects under Technical and Economic Uncertainties
Pennings, H.P.G.; Sereno, L. - Erasmus Research Institute of Management (ERIM), ERIM … - 2010
This study sets up a compound option approach for evaluating pharmaceutical R&D investment projects in the presence of …
Persistent link: https://www.econbiz.de/10008494044
Saved in:
Cover Image
Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan
Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - Deutsche Bundesbank - 2010
We use a compound option-based structural credit risk model to infer a term structure of banking crisis risk from …
Persistent link: https://www.econbiz.de/10008595896
Saved in:
Cover Image
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach
Chiarella, Carl; Kang, Boda - Finance Discipline Group, Business School - 2009
A compound option (the mother option) gives the holder the right, but not obligation to buy (long) or sell (short) the …
Persistent link: https://www.econbiz.de/10004984506
Saved in:
Cover Image
Pricing perpetual American compound options under a matrix-exponential jump-diffusion model
Chang, Ming-Chi; Sheu, Yuan-Chung; Tsai, Ming-Yao - In: Applied mathematical finance 22 (2015) 5/6, pp. 553-575
Persistent link: https://www.econbiz.de/10011490624
Saved in:
Cover Image
A Structural Approach to Estimate Short-Term and Long-Term Country Default Risk from Market Data: The Case of Argentina 2000/2001
Maltritz, Dominik - In: Review of Economics 64 (2013) 1, pp. 29-50
/2001. The model explicitly considers short-term and long-term debt service payments and their dependencies by employing compound … option theory. In this way, it is possible to take into account both the empirically observed dependency between the term …
Persistent link: https://www.econbiz.de/10011198674
Saved in:
Cover Image
What is the (Real Option) Value of a College Degree?
Stokes, Jeffrey R. - In: Quarterly Journal of Finance (QJF) 03 (2013) 03, pp. 1350015-1
The value of a college degree is often quantified as the difference in earnings between those with and without a degree. The research presented here operationalizes this idea in two important ways. First, since future income and tuition are uncertain, a contingent claims model is developed and...
Persistent link: https://www.econbiz.de/10010778765
Saved in:
Cover Image
A Structural Approach to Estimate Short-Term and Long-Term Country Default Risk from Market Data: The Case of Argentina 2000/2001
Maltritz, Dominik - In: Review of Economics 64 (2013) 1, pp. 29-50
employing compound option theory. In this way, it is possible to take into account both the empirically observed dependency …
Persistent link: https://www.econbiz.de/10014619284
Saved in:
Cover Image
Is default probability associated with corporate social responsibility?
Chang, Ta-cheng; Yan, Yun-chia; Chou, Li-chuan - In: Asia-Pacific journal of accounting & economics : APJAE 20 (2013) 4, pp. 457-472
Persistent link: https://www.econbiz.de/10010250674
Saved in:
Cover Image
What is the (real option) value of a college degree?
Stokes, Jeffrey R. - In: The quarterly journal of finance 3 (2013) 3/4, pp. 1-27
Persistent link: https://www.econbiz.de/10010389085
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...