[PDF][PDF] Construction of the bino-trinomial method using the fuzzy set approach for option pricing

F Agustina, N Sumarti, KA Sidarto - J. Indones. Math. Soc, 2024 - academia.edu
An option is a financial instrument that investors often use for speculation or hedging
purposes. Calculating the profit in the investment using options also considers its price, so …

Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis

J Gnawali, WB Lindquist, ST Rachev - arXiv preprint arXiv:2410.04748, 2024 - arxiv.org
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 …

Binomial Method in Bermudan Option

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 …

A Numerical Analysis of Comparing Several Practical Approaches for Pricing both American and European Put Options

A Akter, S Parvin - 2024 - ajse.aiub.edu
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 …

ÖNEM ÖRNEKLEMESİNİN BLACK SCHOLES OPSİYON FİYATLANDIRMA MODELİNE ETKİSİNİN İNCELENMESİ

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 …

ÖNEM ÖRNEKLEMESİNİN BLACK SCHOLES OPSİYON FİYATLANDIRMA MODELİNE ETKİSİNİN İNCELENMESİ

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 …

[PDF][PDF] Mergers and Acquisitions Deals Effectiveness: Evidence from Oil and Gas Industry

МГ Агаев - 2023 - dspace.spbu.ru
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 …

Dividend and Share Price Behaviour: A Panacea for Sustainable Industrialization

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 …