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This paper considers various options replication methods. Firstly, a specific type of barrier option, an up …-and-out call, is considered. Other barrier options are briefly also described, and various types of barriers are considered …
Persistent link: https://www.econbiz.de/10008549672
materialized through different possibilities, described as real options. It is possible to evaluate the price of real option by … end of this article. Real options is at modern approach to capital budgeting. …
Persistent link: https://www.econbiz.de/10005036686
In general, there exist many ways to detect the fair value of financial derivatives. However, each of them is suitable for different purposes. For example, when the payoff function is not very simple or the underlying process is too complex, the approach of Monte Carlo simulation can be useful....
Persistent link: https://www.econbiz.de/10008754960
The paper deals with the different concepts of the human economic preferences in the point of view of the different … preferences theory, followed by the critical analysis of Samuelsson´s concept of the revealed preferences. Further the attention … is being paid to the Rothbard´s concept of the demonstrated preferences and unprecedented Becker´s concept of the stable …
Persistent link: https://www.econbiz.de/10009147143