المؤلفون: Fry, John, Hastings, Thomas, Binner, Jane

مصطلحات موضوعية: Forecasting, Finance, OR in societal problem analysis, Options Pricing, Politics, Centre for Mathematical Sciences, Centre for Systems Studies

العلاقة: https://hull-repository.worktribe.com/output/4586538Test; Journal of the Operational Research Society; https://hull-repository.worktribe.com/file/4586538/1/Published%20articleTest

الإتاحة: https://doi.org/10.1080/01605682.2024.2334339Test
https://hull-repository.worktribe.com/file/4586538/1/Published%20articleTest
https://hull-repository.worktribe.com/output/4586538Test

المؤلفون: Henrion, Didier, Kirschner, Felix, de Klerk, Etienne, Korda, Milan, Lasserre, Jean-Bernard, Magron, Victor

المساهمون: Équipe Méthodes et Algorithmes en Commande (LAAS-MAC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Department of Econometrics and Operations Research (Tilburg University), Tilburg University Netherlands, Equipe Polynomial OPtimization (LAAS-POP), ANR-19-P3IA-0004,ANITI,Artificial and Natural Intelligence Toulouse Institute(2019), ANR-11-LABX-0040,CIMI,Centre International de Mathématiques et d'Informatique (de Toulouse)(2011), ANR-18-ERC2-0004,COPS,Optimisation garantie pour la vérification des systèmes cyber-physiques(2018), European Project: 813211,H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions (Main Programme), H2020-EU.1.3.1. - Fostering new skills by means of excellent initial training of researchers ,10.3030/813211,POEMA(2019)

المصدر: ISSN: 1091-9856.

مصطلحات موضوعية: Moment-SOS hierarchy, Options pricing, Semidefinite programming, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]

العلاقة: info:eu-repo/semantics/altIdentifier/arxiv/2111.07701; info:eu-repo/grantAgreement//813211/EU/Polynomial Optimization, Efficiency through Moments and Algebra/POEMA; hal-03429272; https://hal.science/hal-03429272Test; https://hal.science/hal-03429272v2/documentTest; https://hal.science/hal-03429272v2/file/options_rev_arxiv_submission.pdfTest; ARXIV: 2111.07701

الإتاحة: https://doi.org/10.1287/ijoc.2022.1220Test
https://hal.science/hal-03429272Test
https://hal.science/hal-03429272v2/documentTest
https://hal.science/hal-03429272v2/file/options_rev_arxiv_submission.pdfTest

المؤلفون: Jussi Lindgren

المصدر: Risks; Volume 11; Issue 2; Pages: 24

مصطلحات موضوعية: options pricing, financial derivatives, efficient market hypothesis, martingale, Feynman-Kac, Black-Scholes

وصف الملف: application/pdf

العلاقة: https://dx.doi.org/10.3390/risks11020024Test

الإتاحة: https://doi.org/10.3390/risks11020024Test

المؤلفون: Thi Le, Ariful Hoque

المصدر: Risks, Vol 10, Iss 11, p 208 (2022)

مصطلحات موضوعية: high-frequency data, intraday IV, European currency options pricing, realised volatility, Insurance, HG8011-9999

وصف الملف: electronic resource

العلاقة: https://www.mdpi.com/2227-9091/10/11/208Test; https://doaj.org/toc/2227-9091Test

الوصول الحر: https://doaj.org/article/e849875e97064e20ace993b6044d98d5Test

المؤلفون: Kirill Ilinski

المصدر: Entropy; Volume 24; Issue 2; Pages: 173

مصطلحات موضوعية: export readiness, internationalization, options pricing

وصف الملف: application/pdf

العلاقة: Multidisciplinary Applications; https://dx.doi.org/10.3390/e24020173Test

الإتاحة: https://doi.org/10.3390/e24020173Test

المؤلفون: N. Phewchean, Y. Wu

المصدر: Advances in Difference Equations, Vol 2019, Iss 1, Pp 1-15 (2019)

مصطلحات موضوعية: Options pricing, Stochastic earning yield, Stochastic dividend yield, Black–Scholes–Merton model, Generalized Ornstein–Uhlenbeck process, Mathematics, QA1-939

وصف الملف: electronic resource

العلاقة: http://link.springer.com/article/10.1186/s13662-019-2210-5Test; https://doaj.org/toc/1687-1847Test

الوصول الحر: https://doaj.org/article/aa2c12b4ce754014960b79dced7b7200Test

المؤلفون: Ali Bendob, Naima Bentouir

المصدر: Journal of Banking and Financial Economics, Vol 2019, Iss 1, Pp 79-95 (2019)

مصطلحات موضوعية: options pricing, option markets, black-scholes model, binomial model, monte-carlo simulation model, Public finance, K4430-4675, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

العلاقة: https://jbfe.wz.uw.edu.pl/resources/html/article/details?id=204881Test; https://doaj.org/toc/2353-6845Test

الوصول الحر: https://doaj.org/article/ded6bd3b5f684f6f8877541421afa969Test

المؤلفون: Agarwalla, S. K., Varma, J. R., Virmani, V.

المساهمون: Finance and Accounting Area, Indian Institute of Management Ahmedabad, Ahmedabad, Gujarat, India, Agarwalla, S.K., Finance and Accounting Area, Indian Institute of Management Ahmedabad, Ahmedabad, Gujarat, India, Varma, J.R., Finance and Accounting Area, Indian Institute of Management Ahmedabad, Ahmedabad, Gujarat, India, Virmani, V., Finance and Accounting Area, Indian Institute of Management Ahmedabad, Ahmedabad, Gujarat, India

مصطلحات موضوعية: COVID-19, options pricing, risk-neutral density, volatility smile

وصف الملف: application/pdf

العلاقة: Journal of Futures Markets; Agarwalla, S. K., Varma, J. R., & Virmani, V. (2021). Rational repricing of risk during COVID-19: Evidence from Indian single stock options market. Journal of Futures Markets, 41(10). https://doi.org/10.1002/fut.22240Test; 2707314; https://www.doi.org/10.1002/fut.22240Test; http://hdl.handle.net/11718/25420Test; 1519; 1498; 10; 41

الإتاحة: https://doi.org/10.1002/fut.22240Test
http://hdl.handle.net/11718/25420Test

المؤلفون: Asnawi, Muhammmad Hasan, Aziz, Abdul

المصدر: Jurnal Riset Mahasiswa Matematika; Vol 1, No 1 (2021): Jurnal Riset Mahasiswa Matematika; 23-31 ; 2808-4926 ; 2808-1552

مصطلحات موضوعية: Mathematics, barrier options pricing, saham, metode enhanced trinomial

وصف الملف: application/pdf

العلاقة: http://ejournal.uin-malang.ac.id/index.php/jrmm/article/view/13412/pdfTest; http://ejournal.uin-malang.ac.id/index.php/jrmm/article/view/13412Test

الإتاحة: https://doi.org/10.18860/jrmm.v1i1.13412Test
http://ejournal.uin-malang.ac.id/index.php/jrmm/article/view/13412Test

المؤلفون: Omojefe, Godfrey Oke, Oriakpono, Anderson Emmanuel

المصدر: Středoevropský vědecký bulletin; Vol 12 (2021): May 2021; 181-191 ; Middle European Scientific Bulletin; Vol. 12 (2021): May 2021; 181-191 ; 2694-9970 ; 10.47494/mesb.2021.12

مصطلحات موضوعية: Naira Options Pricing, Exchange Rate Volatility, ARCH, EGARCH, Unit Root

وصف الملف: application/pdf

العلاقة: https://cejsr.academicjournal.io/index.php/journal/article/view/538/483Test; https://cejsr.academicjournal.io/index.php/journal/article/view/538Test

الإتاحة: https://doi.org/10.47494/mesb.2021.12Test
https://cejsr.academicjournal.io/index.php/journal/article/view/538Test