المؤلفون: Behzad Abbasi, Kazem Nouri

المصدر: Advances in Mathematical Finance and Applications, Vol 9, Iss 4, Pp 1154-1165 (2024)

مصطلحات موضوعية: uncertain process, renewal process, barrier options pricing, floating interest rate, uncertain differential equation(ude), Business mathematics. Commercial arithmetic. Including tables, etc, HF5691-5716, Finance, HG1-9999

Relation: https://sanad.iau.ir/journal/amfa/Article/915031; https://doaj.org/toc/2538-5569; https://doaj.org/toc/2645-4610; https://doaj.org/article/40e2277816034b31a07953dc30a9ff6b

الاتاحة: https://doaj.org/article/40e2277816034b31a07953dc30a9ff6b

المؤلفون: Fry, John, Hastings, Thomas, Binner, Jane

مصطلحات موضوعية: Forecasting, Finance, OR in societal problem analysis, Options Pricing, Politics

Relation: https://hull-repository.worktribe.com/output/4586538; Journal of the Operational Research Society

الاتاحة: https://hull-repository.worktribe.com/file/4586538/1/Published%20article
https://hull-repository.worktribe.com/output/4586538
https://doi.org/10.1080/01605682.2024.2334339

المؤلفون: Henrion, Didier, Kirschner, Felix, de Klerk, Etienne, Korda, Milan, Lasserre, Jean-Bernard, Magron, Victor

المساهمون: Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Department of Econometrics and Operations Research (Tilburg University), Tilburg University Netherlands, Equipe Polynomial OPtimization (LAAS-POP), ANR-19-P3IA-0004,ANITI,Artificial and Natural Intelligence Toulouse Institute(2019), ANR-11-LABX-0040,CIMI,Centre International de Mathématiques et d'Informatique (de Toulouse)(2011), ANR-18-ERC2-0004,COPS,Optimisation garantie pour la vérification des systèmes cyber-physiques(2018), European Project: 813211,H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions (Main Programme), H2020-EU.1.3.1. - Fostering new skills by means of excellent initial training of researchers ,10.3030/813211,POEMA(2019)

المصدر: ISSN: 1091-9856.

مصطلحات موضوعية: Moment-SOS hierarchy, Options pricing, Semidefinite programming, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2111.07701; info:eu-repo/grantAgreement//813211/EU/Polynomial Optimization, Efficiency through Moments and Algebra/POEMA; hal-03429272; https://hal.science/hal-03429272; https://hal.science/hal-03429272v2/document; https://hal.science/hal-03429272v2/file/options_rev_arxiv_submission.pdf; ARXIV: 2111.07701

الاتاحة: https://hal.science/hal-03429272
https://hal.science/hal-03429272v2/document
https://hal.science/hal-03429272v2/file/options_rev_arxiv_submission.pdf
https://doi.org/10.1287/ijoc.2022.1220

المؤلفون: Jussi Lindgren

المصدر: Risks; Volume 11; Issue 2; Pages: 24

مصطلحات موضوعية: options pricing, financial derivatives, efficient market hypothesis, martingale, Feynman-Kac, Black-Scholes

وصف الملف: application/pdf

Relation: https://dx.doi.org/10.3390/risks11020024

الاتاحة: https://doi.org/10.3390/risks11020024

المؤلفون: Kirill Ilinski

المصدر: Entropy; Volume 24; Issue 2; Pages: 173

مصطلحات موضوعية: export readiness, internationalization, options pricing

وصف الملف: application/pdf

Relation: Multidisciplinary Applications; https://dx.doi.org/10.3390/e24020173

الاتاحة: https://doi.org/10.3390/e24020173

المؤلفون: Thi Le, Ariful Hoque

المصدر: Risks, Vol 10, Iss 208, p 208 (2022)

مصطلحات موضوعية: high-frequency data, intraday IV, European currency options pricing, realised volatility, Insurance, HG8011-9999

Relation: https://www.mdpi.com/2227-9091/10/11/208; https://doaj.org/toc/2227-9091; https://doaj.org/article/e849875e97064e20ace993b6044d98d5

الاتاحة: https://doi.org/10.3390/risks10110208
https://doaj.org/article/e849875e97064e20ace993b6044d98d5

المؤلفون: N. Phewchean, Y. Wu

المصدر: Advances in Difference Equations, Vol 2019, Iss 1, Pp 1-15 (2019)

مصطلحات موضوعية: Options pricing, Stochastic earning yield, Stochastic dividend yield, Black–Scholes–Merton model, Generalized Ornstein–Uhlenbeck process, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: http://link.springer.com/article/10.1186/s13662-019-2210-5; https://doaj.org/toc/1687-1847

URL الوصول: https://doaj.org/article/aa2c12b4ce754014960b79dced7b7200

المؤلفون: Asnawi, Muhammmad Hasan, Aziz, Abdul

المصدر: Jurnal Riset Mahasiswa Matematika; Vol 1, No 1 (2021): Jurnal Riset Mahasiswa Matematika; 23-31 ; 2808-4926 ; 2808-1552

مصطلحات موضوعية: Mathematics, barrier options pricing, saham, metode enhanced trinomial

وصف الملف: application/pdf

Relation: http://ejournal.uin-malang.ac.id/index.php/jrmm/article/view/13412/pdf; http://ejournal.uin-malang.ac.id/index.php/jrmm/article/view/13412

الاتاحة: http://ejournal.uin-malang.ac.id/index.php/jrmm/article/view/13412
https://doi.org/10.18860/jrmm.v1i1.13412

المؤلفون: Agarwalla, S. K., Varma, J. R., Virmani, V.

المساهمون: Finance and Accounting Area, Indian Institute of Management Ahmedabad, Ahmedabad, Gujarat, India, Agarwalla, S.K., Finance and Accounting Area, Indian Institute of Management Ahmedabad, Ahmedabad, Gujarat, India, Varma, J.R., Finance and Accounting Area, Indian Institute of Management Ahmedabad, Ahmedabad, Gujarat, India, Virmani, V., Finance and Accounting Area, Indian Institute of Management Ahmedabad, Ahmedabad, Gujarat, India

مصطلحات موضوعية: COVID-19, options pricing, risk-neutral density, volatility smile

وصف الملف: application/pdf

Relation: Journal of Futures Markets; Agarwalla, S. K., Varma, J. R., & Virmani, V. (2021). Rational repricing of risk during COVID-19: Evidence from Indian single stock options market. Journal of Futures Markets, 41(10). https://doi.org/10.1002/fut.22240; 2707314; https://www.doi.org/10.1002/fut.22240; http://hdl.handle.net/11718/25420; 1519; 1498; 10; 41

الاتاحة: http://hdl.handle.net/11718/25420
https://doi.org/10.1002/fut.22240

المؤلفون: Omojefe, Godfrey Oke, Oriakpono, Anderson Emmanuel

المصدر: Středoevropský vědecký bulletin; Vol 12 (2021): May 2021; 181-191 ; Middle European Scientific Bulletin; Vol. 12 (2021): May 2021; 181-191 ; 2694-9970 ; 10.47494/mesb.2021.12

مصطلحات موضوعية: Naira Options Pricing, Exchange Rate Volatility, ARCH, EGARCH, Unit Root

وصف الملف: application/pdf

Relation: https://cejsr.academicjournal.io/index.php/journal/article/view/538/483; https://cejsr.academicjournal.io/index.php/journal/article/view/538

الاتاحة: https://cejsr.academicjournal.io/index.php/journal/article/view/538

المؤلفون: Kontosakos, Vasileios E., Mendonca, Keegan, Pantelous, Athanasios A., Zuev, Konstantin M.

المصدر: European Journal of Operational Research, 290(1), 313-330, (2021-04-01)

مصطلحات موضوعية: Simulation, Barrier options pricing, Rare event, Path–dependent derivatives, Discrete monitoring

Relation: https://doi.org/10.2139/ssrn.3132336; https://arxiv.org/abs/1803.03364; https://doi.org/10.1016/j.ejor.2020.07.044; eprintid:104583

الاتاحة: https://doi.org/10.1016/j.ejor.2020.07.044

المؤلفون: Ali Bendob, Naima Bentouir

المصدر: Journal of Banking and Financial Economics, Vol 2019, Iss 1, Pp 79-95 (2019)

مصطلحات موضوعية: options pricing, option markets, black-scholes model, binomial model, monte-carlo simulation model, Banking, HG1501-3550, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://jbfe.wz.uw.edu.pl/resources/html/article/details?id=204881; https://doaj.org/toc/2353-6845

URL الوصول: https://doaj.org/article/ded6bd3b5f684f6f8877541421afa969

المؤلفون: Ahmed, Mahmoud

المساهمون: Arnerić, Josip

مصطلحات موضوعية: DRUŠTVENE ZNANOSTI. Ekonomija. Financije, SOCIAL SCIENCES. Economics. Finance, Earnings Announcement, European Options Pricing, Efficient Market Hypothesis (EMH), Market Efficiency, Earnings Surprise, Post-Earnings Announcement Drift (PEAD), Market Anomalies, Systematic Risk, Alpha Generation, Hedge Funds, Options, Greeks, Delta, Gamma, Theta, Vega, Risk Management, Options Trading, Call Options, Volatility Crush, Market Inefficiencies, Portfolio Management, Idiosyncratic Returns, Capital Asset Pricing Model (CAPM), Markowitz Portfolio Theory, Trading Strategy, Risk-Return Trade-Off, Systematic Returns

وصف الملف: application/pdf

Relation: https://zir.nsk.hr/islandora/object/efzg:12807; https://urn.nsk.hr/urn:nbn:hr:148:525049; https://repozitorij.unizg.hr/islandora/object/efzg:12807; https://repozitorij.unizg.hr/islandora/object/efzg:12807/datastream/PDF

الاتاحة: https://zir.nsk.hr/islandora/object/efzg:12807
https://urn.nsk.hr/urn:nbn:hr:148:525049
https://repozitorij.unizg.hr/islandora/object/efzg:12807
https://repozitorij.unizg.hr/islandora/object/efzg:12807/datastream/PDF

المؤلفون: Ruan Nel

مصطلحات موضوعية: Other mathematical sciences not elsewhere classified, Options pricing, Compound options, Stochastic interest rates, Stochastic volatility, Correlated interest rates

Relation: https://figshare.com/articles/dataset/Stochastic_volatility_and_correlated_interest_rates_American_pricing_compound_options/26321326

الاتاحة: https://doi.org/10.25403/upresearchdata.26321326.v1
https://figshare.com/articles/dataset/Stochastic_volatility_and_correlated_interest_rates_American_pricing_compound_options/26321326

المؤلفون: El-Khatib, Youssef, Hatemi-J, Abdulnasser

المصدر: Journal of Economic Studies, 2017, Vol. 44, Issue 5, pp. 801-815.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/JES-04-2016-0083

المؤلفون: Jussi Lindgren

المصدر: Entropy; Volume 22; Issue 11; Pages: 1283

مصطلحات موضوعية: information theory, financial markets, entropy, stochastic optimal control, options pricing, Black–Scholes equation, Burgers equation, free energy

وصف الملف: application/pdf

Relation: Time; https://dx.doi.org/10.3390/e22111283

الاتاحة: https://doi.org/10.3390/e22111283

المؤلفون: Nishant Agrawal, Yaozhong Hu

المصدر: Mathematics; Volume 8; Issue 11; Pages: 1932

مصطلحات موضوعية: Lévy process, hyper-exponential processes, Poisson random measure, stochastic delay differential equations, positivity, options pricing, Black–Scholes formula, logarithmic Euler–Maruyama scheme, convergence rate

وصف الملف: application/pdf

Relation: Difference and Differential Equations; https://dx.doi.org/10.3390/math8111932

الاتاحة: https://doi.org/10.3390/math8111932

المؤلفون: Henrion, Didier, Kirschner, Felix, De Klerk, Etienne, Korda, Milan, Lasserre, Jean-Bernard, Magron, Victor

المساهمون: Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Department of Econometrics and Operations Research (Tilburg University), Tilburg University Netherlands, ANR-19-P3IA-0004,ANITI,Artificial and Natural Intelligence Toulouse Institute(2019), ANR-11-LABX-0040,CIMI,Centre International de Mathématiques et d'Informatique (de Toulouse)(2011), ANR-18-ERC2-0004,COPS,Optimisation garantie pour la vérification des systèmes cyber-physiques(2018), European Project: 813211,H2020,POEMA(2019)

المصدر: https://hal.archives-ouvertes.fr/hal-03429272 ; 2021.

مصطلحات موضوعية: Moment-SOS hierarchy, Options pricing, Semidefinite programming, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2111.07701; info:eu-repo/grantAgreement//813211/EU/Polynomial Optimization, Efficiency through Moments and Algebra/POEMA; hal-03429272; https://hal.archives-ouvertes.fr/hal-03429272; https://hal.archives-ouvertes.fr/hal-03429272/document; https://hal.archives-ouvertes.fr/hal-03429272/file/options.pdf; ARXIV: 2111.07701

الاتاحة: https://hal.archives-ouvertes.fr/hal-03429272
https://hal.archives-ouvertes.fr/hal-03429272/document
https://hal.archives-ouvertes.fr/hal-03429272/file/options.pdf

المؤلفون: Aparicio, Silio David

مصطلحات موضوعية: 332, Financial options pricing

URL الوصول: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323411

المؤلفون: Dapena, José P., Serur, Juan A., Siri, Julián R.

مصطلحات موضوعية: Ciencias Económicas, asset pricing, options pricing, insurance, capital markets

وصف الملف: application/pdf

Relation: http://sedici.unlp.edu.ar/handle/10915/164998

الاتاحة: http://sedici.unlp.edu.ar/handle/10915/164998