We introduce a fairly general, recombining trinomial tree model in the natural world. Market- completeness is ensured by considering a market consisting of two risky assets, a riskless …
E Siswanah, AM Idrus… - Journal of …, 2023 - journal.pandawainstitute.com
The Bermudan option allows the contract holders to make and buy a hybrid contract between American and European options. Bermudan option contract can be executed at …
The present paper focuses on pricing with European or American put option that has yet to be studied. In solving option pricing problems, numerical methods form an essential part …
S Vatansever, H Yıldız - Kapanaltı Dergisi, 2024 - dergipark.org.tr
Çalışma, Varyans Azaltma Teknikleri arasında yer alan Önem Örneklemesi yönteminin kullanımını ve Black-Scholes opsiyon fiyatlandırma modelindeki etkinliğini incelemek …
H Yıldız, S Vatansever - Kapanaltı Dergisi, 2024 - avesis.uludag.edu.tr
Çalışma, Varyans Azaltma Teknikleri arasında yer alan Önem Örneklemesi yönteminin kullanımını ve Black-Scholes opsiyon fiyatlandırma modelindeki etkinliğini incelemek …
The goal of this paper is to develop a methodology for evaluating the effectiveness of M&A deals in the oil and gas industry that will produce more reliable results compared to the one …
NM Moseri, SI Owualah, PI Ogbebor… - … Research Conference in …, 2022 - Springer
Purpose: We tested agency theory on capital market sustainability and we focused on the extent to which risk-averse investors have used financial resources such as dividend …