Search Results - subject:"contingent"

Limited substitutability, relative price changes and the uplifting of public natural capital values

Drupp, Moritz A.; Turk, Zachary; Groom, Benjamin; … - 2024

can be used for making such adjustments, we perform a global meta-analysis of contingent valuation studies to derive …

Persistent link: https://www.econbiz.de/10014551808

The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model

Adailah, Radi Mohammad; Al-Damour, Saba Bassam; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 336-348

Persistent link: https://www.econbiz.de/10014486378

How likely is an inflation disaster?

Hilscher, Jens; Raviv, Alon; Reis, Ricardo - 2024

Persistent link: https://www.econbiz.de/10015055585

A comment on the relationship between operating leverage and financial leverage

Glover, Kristoffer - In: Finance research letters 67 (2024) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10015061504

Accurate delta hedging of european options using conformable calculus

Olmos, Andrés; Muriel, Nelson - In: EconoQuantum : Revista de Economía y Negocios 21 (2024) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10014500556

Climate-linked bonds

Broeders, Dirk; Dimitrov, Daniel; Verhoeven, Niek - 2024

Persistent link: https://www.econbiz.de/10015085087

Contingent convertible lease modeling and credit risk management

Triki, Ons; Abid, Fathi - In: Financial innovation : FIN 8 (2022), pp. 1-29

managing credit risk. This study investigates three types of contingent leases to reduce the costs associated with bankruptcy …-management strategies by adding more flexibility to standard leasing contracts and contingent rents. Closed-form securities pricing … contingent lease. Risk-neutral pricing theory and the backward induction method are used to determine the pricing of corporate …

Persistent link: https://www.econbiz.de/10013413113

Impact of sustainability communication on German tourists' willingness to pay for a Finnish cottage holiday

Rantsi, Markus; Garrod, Brian; Sthapit, Erose; Pesonen, Juho - In: Scandinavian journal of hospitality and tourism 23 (2023) 4, pp. 283-299

Persistent link: https://www.econbiz.de/10014545336

A generalized model for pricing financial derivatives consistent with efficient markets hypothesis : a refinement of the black-scholes model

Lindgren, Jussi - In: Risks : open access journal 11 (2023) 2, pp. 1-5

This research article provides criticism and arguments why the canonical framework for derivatives pricing is incomplete and why the delta-hedging approach is not appropriate. An argument is put forward, based on the efficient market hypothesis, why a proper risk-adjusted discount rate should...

Persistent link: https://www.econbiz.de/10014233168

The missing tail risk in option prices

Brown, Jason P.; Melek, Nida Çakır; Matschke, Johannes; … - 2023

Persistent link: https://www.econbiz.de/10014247154