Similar Search Results

Choquet-based European option pricing with stochastic (and fixed) strikes

Driouchi, Tarik; Trigeorgis, Lenos; Gao, Yongling - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 787-802

Persistent link: https://www.econbiz.de/10011296691

The 2008 UK banking crash : evidence from option implied volatility

So, Ha Yan Raymond; Driouchi, Tarik; Tan, Zhiyuan Simon - In: Advances in financial risk management : corporates, …, (pp. 201-224). 2013

Persistent link: https://www.econbiz.de/10010213083

Multinationality and firm value : the role of real options awareness

Ioulianou, Sophocles; Trigeorgis, Lenos; Driouchi, Tarik - In: The journal of corporate finance : contracting, … 46 (2017), pp. 77-96

Persistent link: https://www.econbiz.de/10011759547

Option implied ambiguity and its information content : evidence from the subprime crisis

Driouchi, Tarik; Trigeorgis, Lenos; So, Raymond H. Y. - In: Risk management decisions and wealth management in …, (pp. 463-491). 2018

Persistent link: https://www.econbiz.de/10011871662

Common risk factors in cross-sectional FX options returns

Zhang, Xuanchen; So, Raymond H. Y.; Driouchi, Tarik - In: Review of finance : journal of the European Finance … 28 (2024) 3, pp. 897-944

Persistent link: https://www.econbiz.de/10015046169

A Robustness Framework for Monitoring Real Options Under Uncertainty

Bennett, David - 2013

This paper presents a problem structuring methodology to assess real option decisions in the face of unpredictability. Based on principles of robustness analysis and scenario planning, we demonstrate how decision-aiding can facilitate participation in projects setting and achieve effective...

Persistent link: https://www.econbiz.de/10014157249