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optimal pricing » options pricing, optimal planning, optimal policies

1
by Wang, Song
Published 2020
Springer Nature Singapore
Table of Contents: ...-factor option models -- 5. The super-convergent finite volume method for pricing options...

2
by Lee, Jaewoo
Published 2004
International Monetary Fund
Subjects: ...Options...

3
by Roman, Steven
Published 2012
Springer New York
Table of Contents: ... Background on Options -- 2 An Aperitif on Arbitrage -- Part 2 Discrete-Time Pricing Models -- 3 Discrete...

4
by Roman, Steven
Published 2004
Springer New York
Table of Contents: ...Portfolio Risk Management -- Option Pricing Models -- Assumptions -- Arbitrage -- Probability I...

5
by Chiarella, Carl, He, Xue-Zhong, Sklibosios Nikitopoulos, Christina
Published 2015
Springer Berlin Heidelberg
Table of Contents: ...Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2...

6
by Anas, Alex
Published 2018
The World Bank
... is available at lower prices, a supply-side instrument, particularly the optimal expansion of roads, would...

7
by Sinclair, Euan
Published 2010
Wiley
Table of Contents: ...History -- Introduction to options -- Arbitrage bounds for option prices -- Pricing models...

8
by Wong, Wing-Keung
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: ...Newton-optimal method...

9
by Mandeng, Ousmene
Published 2003
International Monetary Fund
Subjects: ...option pricing...

10
by Buchen, Peter
Published 2012
CRC Press
Table of Contents: ... options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options...

11
by Pinto-Moreira, Emmanuel
Published 2016
The World Bank
...How should resource-dependent countries respond (fiscally) to resource price volatility? This paper...

12
by Schöne, Max
Published 2015
Springer Fachmedien Wiesbaden
Table of Contents: ...Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump...

13
by Ari, Anil
Published 2023
International Monetary Fund
Subjects: ...Energy prices...

14
by Guyon, Julien, Henry-Labordere, Pierre
Published 2014
Taylor and Francis, an imprint of Chapman and Hall/CRC
Subjects: ...Options (Finance) / Prices / Mathematical models / fast...

15
by Zhu, Jianwei
Published 2000
Springer Berlin Heidelberg
Table of Contents: ...1 Introduction -- 2 Modular Pricing of Options (MPO) -- 3 Extensions of MPO to Exotic Options -- 4...

16
by Repplinger, Detlef
Published 2008
Springer Berlin Heidelberg
Table of Contents: ...The option pricing framework -- The Edgeworth Expansion -- The Integrated Edgeworth Expansion...

17
by Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2010
Springer Berlin Heidelberg
Table of Contents: ... Times up to a Finite Horizon -- Put Option as Joint Distribution Function in Strike and Maturity...

18
by Clark, Iain J.
Published 2014
John Wiley & Sons Inc.
Table of Contents: ...Commodity Option Pricing; Contents; Acknowledgements; Web page for this book; Notation; List...

19
by Boberski, David
Published 2009
Bloomberg Press
Table of Contents: ...pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A...

20
by Passarelli, Dan
Published 2012
Bloomberg
Table of Contents: ...pt. 1. The basics of option greeks -- pt. 2. Spreads -- pt. 3. Volatility -- pt. 4. Advanced option...