220 search results - page 4 / 44 » Real options valuation |
CORR
2002
Springer
13 years 7 months ago
2002
Springer
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
FS
2006
13 years 7 months ago
2006
In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equatio...
MLQ
2008
13 years 7 months ago
2008
An account of lower and upper integration is given. It is constructive in the sense of geometric logic. If the integrand takes its values in the nonnegative lower reals, then its ...
ECAI
2010
Springer
13 years 8 months ago
2010
Springer
Abstract. In this paper we introduce a new option pricing mechanism for reducing the exposure problem encountered by bidding agents with complementary valuations when participating...
BIS
2009
13 years 5 months ago
2009
Abstract. Knowledge based systems improve information interoperability, integration, and knowledge management. Consequently, there is envisioned a set of the associated business be...