Evaluation of Highway Projects under Government Support Mechanisms Based on an Option-Pricing Framework

2016 ◽  
Vol 142 (4) ◽  
pp. 04015094 ◽  
Author(s):  
Iman Mirzadeh ◽  
Bjorn Birgisson
Keyword(s):  
Option Pricing ◽  
Government Support ◽  
Highway Projects ◽  
Support Mechanisms ◽  
Pricing Framework

scholarly journals Bayesian Option Pricing Framework with Stochastic Volatility for FX Data

Risks ◽  
2016 ◽  
Vol 4 (4) ◽  
pp. 51 ◽  
Author(s):  
Ying Wang ◽  
Sai Choy ◽  
Hoi Wong
Keyword(s):  
Option Pricing ◽  
Stochastic Volatility ◽  
Pricing Framework

scholarly journals Risk-Neutrality of RND and Option Pricing within an Entropy Framework

Entropy ◽  
2020 ◽  
Vol 22 (8) ◽  
pp. 836 ◽  
Author(s):  
Xisheng Yu
Keyword(s):  
Option Pricing ◽  
Risk Neutral ◽  
Unique Distribution ◽  
Pricing Framework

This article constructs an entropy pricing framework by incorporating a set of informative risk-neutral moments (RNMs) extracted from the market-available options as constraints. Within the RNM-constrained entropic framework, a unique distribution close enough to the correct one is obtained, and its risk-neutrality is deeply verified based on simulations. Using this resultant risk-neutral distribution (RND), a sample of risk-neutral paths of the underlying price is generated and ultimately the European option’s prices are computed. The pricing performance and analysis in simulations demonstrate that this proposed valuation is comparable to the benchmarks and can produce fairly accurate prices for options.

scholarly journals An approach to the modernization of street lighting systems based on an energy service contract and government support programs

2020 ◽  
Vol 19 (2) ◽  
pp. 146-154
Author(s):  
I. M. Makarova ◽  
Yuriy V. Selyavskii
Keyword(s):  
Energy Efficiency ◽  
Energy Conservation ◽  
Integrated Approach ◽  
Government Support ◽  
Support Programs ◽  
Street Lighting ◽  
Service Contracts ◽  
Energy Service ◽  
Support Mechanisms ◽  
Lighting Systems

The article presents the main problems of street lighting associated with the presence of large volumes of electricity losses, which are the reason for its irrational use. A method for solving these problems through the use of energy service contracts is described. The possibility of implementing these contracts together with state support mechanisms is considered, which allows for an integrated approach to achieve the main goals of modernizing street lighting systems aimed at ensuring energy conservation and improving energy efficiency. The results of the application of this approach are presented on the example of the Smolensk region, which justify the feasibility of its use.

scholarly journals Smile from the past: A general option pricing framework with multiple volatility and leverage components

2015 ◽  
Vol 187 (2) ◽  
pp. 521-531 ◽  
Author(s):  
Adam A. Majewski ◽  
Giacomo Bormetti ◽  
Fulvio Corsi
Keyword(s):  
Option Pricing ◽  
The Past ◽  
Pricing Framework

An option pricing framework for valuation of football players

2005 ◽  
Vol 14 (3-4) ◽  
pp. 281-295 ◽  
Author(s):  
Radu Tunaru ◽  
Ephraim Clark ◽  
Howard Viney
Keyword(s):  
Option Pricing ◽  
Football Players ◽  
Pricing Framework

DeepOption: A novel option pricing framework based on deep learning with fused distilled data from multiple parametric methods

2021 ◽  
Vol 70 ◽  
pp. 43-59
Author(s):  
Ji Hyun Jang ◽  
Jisang Yoon ◽  
Jungeun Kim ◽  
Jinmo Gu ◽  
Ha Young Kim
Keyword(s):  
Deep Learning ◽  
Option Pricing ◽  
Parametric Methods ◽  
Pricing Framework
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