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Project abandonment as a put option : dealing with the capital investment decision and operating risk using option pricing theory
Kensinger, John W. - 1980
Persistent link: https://www.econbiz.de/10000754270
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American exchange options and a put-call transformation
Bjerksund, Petter; Stensland, Gunnar - 1992
Persistent link: https://www.econbiz.de/10000879786
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Optimum margins in traded options
Russell, Albert H. - 1984
Persistent link: https://www.econbiz.de/10003380550
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The effects of margin changes on commodity futures markets
Daskalaki, Charoula; Skiadopoulos, George - 2014 - This draft: 24 October 2014
In light of the recently passed 2010 Dodd-Frank Act, we assess the effect of margin changes on prices, the risk … decrease the rate at which prices change, yet they impair the risk sharing function and they decrease market liquidity in …
Persistent link: https://www.econbiz.de/10010472794
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The valuation of interest rate guarantees : an application of American option pricing theory
Grosen, Anders; Løchte Jørgensen, Peter - 1995
Persistent link: https://www.econbiz.de/10000918087
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A note on modified lattice approaches to option pricing
Easton, Stephen Andrew - 1995
Persistent link: https://www.econbiz.de/10000929106
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Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten - 1996
Persistent link: https://www.econbiz.de/10000950913
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Catastrophe insurance futures contracts
Aase, Knut K. - 1995
Persistent link: https://www.econbiz.de/10000904258
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Multiple uncertainty, forward-futures markets and international trade
Viaene, Jean-Marie; Zilcha, Itzhak - 1995
Persistent link: https://www.econbiz.de/10000914241
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Growth and risk : a view from international trade
Krishna, Pravin; Levchenko, Andrei A.; Ma, Lin; … - 2023
Persistent link: https://www.econbiz.de/10014320441