The real options approach has recently received growing attention in R&D and Technology
Management research. Recent empirical findings by Ellis (1997) and Busby and Pitts (1997) …

In recent years, interest-rate modeling has developed rapidly in terms of both practice and
theory. The academic and practitioners' communities, however, have not always …

Dieses Lehrbuch bietet eine umfassende Einführung in das finanzwirtschaftliche
Risikomanagement. Die Darstellung der konzeptionellen Grundlagen umfaßt neben einer …

The need to understand and measure the determinants of market maker bid/ask spreads is
crucial in evaluating the merits of competing market structures and the fairness of market …

This study investigates the determinants of the expected stock-price volatility assumption
that firms use in estimating ESO values and thus option expense. We find that, consistent …

Popular guide to options pricing and position sizing for quant traders In this second edition
of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to …

Das Buch führt umfassend und anwendungsorientiert in die breite Palette der derivativen
Finanzmarktinstrumente ein. Die Charakteristika von Optionen und Futures werden …

Can the liquidity premium in asset prices, as documented in the exchange-traded equity and
bond markets, be generalized to the over-the-counter (OTC) derivative markets? Using OTC …

A comprehensive guide to the world's largest financial market Foreign exchange is the
world's largest financial market and continues to grow at a rapid pace. As economies …

In this paper, we focus on option pricing models based on time-fractional diffusion with
generalized Hilfer-Prabhakar derivative. It is demonstrated how the option is priced for …