Realized bipower variation, jump components, and option valuation

Journal of Futures Markets ◽

10.1002/fut.22268 ◽

2021 ◽

Author(s):

Zhiyuan Pan ◽

Yudong Wang ◽

Li Liu

Keyword(s):

Option Valuation

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Behavioral barriers to real option valuation

PsycEXTRA Dataset ◽

10.1037/e722842011-069 ◽

2004 ◽

Author(s):

Sari Carp ◽

Zur Shapira

Keyword(s):

Real Option ◽

Option Valuation ◽

Real Option Valuation ◽

Behavioral Barriers

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Option valuation using the fast Fourier transform

The Journal of Computational Finance ◽

10.21314/jcf.1999.043 ◽

1999 ◽

Vol 2 (4) ◽

pp. 61-73 ◽

Cited By ~ 1283

Author(s):

Peter Carr ◽

Dilip Madan

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Option Valuation

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Simulation for Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.1121293 ◽

1996 ◽

Author(s):

Pablo Fernandez

Keyword(s):

Option Valuation

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Sensitivity Analysis for Cash Flow Simulation Based Real Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.1864909 ◽

2011 ◽

Author(s):

Tero J. Haahtela

Keyword(s):

Sensitivity Analysis ◽

Cash Flow ◽

Real Option ◽

Flow Simulation ◽

Option Valuation ◽

Real Option Valuation ◽

Simulation Based

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Option Valuation Formula for General Garch-in-Mean Models

SSRN Electronic Journal ◽

10.2139/ssrn.3185994 ◽

2018 ◽

Author(s):

Zhongmin Qian ◽

Xingcheng Xu

Keyword(s):

Option Valuation

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Excessive Discretion in Corporate Disclosure? Evidence from Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.3312204 ◽

2018 ◽

Author(s):

Pierre Chaigneau ◽

Julien Le Maux ◽

Antoine Noël

Keyword(s):

Option Valuation ◽

Corporate Disclosure

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Executive Stock and Option Valuation in a Two State-Variable Framework: Allowing Optimal Investment of Outside Wealth in the Riskfree Asset and the Market Portfolio

SSRN Electronic Journal ◽

10.2139/ssrn.494282 ◽

2004 ◽

Author(s):

Jie Cai ◽

Anand M. Vijh

Keyword(s):

Optimal Investment ◽

Option Valuation ◽

State Variable ◽

Market Portfolio

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Real Option Valuation using NPV

SSRN Electronic Journal ◽

10.2139/ssrn.644081 ◽

2004 ◽

Author(s):

Tom M. Arnold ◽

Timothy Falcon Crack

Keyword(s):

Real Option ◽

Option Valuation ◽

Real Option Valuation

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Identifying the Fair Value of Sharpe Ratio by an Option Valuation Approach

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2021.07.005 ◽

2021 ◽

Author(s):

Jin-Ray Lu ◽

Xiu-Yan Li

Keyword(s):

Sharpe Ratio ◽

Option Valuation

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Option valuation preliminaries

An Introduction to Financial Option Valuation ◽

10.1017/cbo9780511800948.003 ◽

2004 ◽

pp. 11-20

Keyword(s):

Option Valuation

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