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  • Search: subject:"Call and put options"
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Year of publication
Subject
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Option trading 4 Optionsgeschäft 4 Option pricing theory 3 Optionspreistheorie 3 (vanilla) European call and put options 2 Black-Scholes formula 2 Call and Put Options 2 Call and put options 2 Comovement 2 Derivat 2 Derivative 2 Environmental Bonds 2 Environmental bonds 2 European call and put options 2 Evolutionary Dynamics 2 Evolutionary dynamics 2 Technological innovation 2 asymmetric telegraph equation 2 call and put options 2 classical telegraph equation 2 transformations of telegraph equation 2 Asset prices 1 Bivariate dependence 1 Black-Scholes model 1 Black-Scholes-Modell 1 Cross-Greeks 1 EL=EP ratio 1 Energy asset 1 Environmental technology 1 Erwartungsbildung 1 Evolutionary economics 1 Evolutionary game theory 1 Evolutionsökonomik 1 Evolutionäre Spieltheorie 1 Expectation formation 1 Innovation 1 Non-linearity 1 Option pricing 1 Polynomial approximation 1 Portfolio selection 1
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Online availability
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Free 6 Undetermined 4 CC license 1
Type of publication
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Article 7 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Article 1 Working Paper 1
Language
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English 8 Undetermined 3
Author
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Antoci, Angelo 5 Borghesi, Simone 5 Galeotti, Marcello 5 Corazza, Marco 2 Pogorui, Anatoliy A. 2 Rodríguez-Dagnino, Ramón M. 2 Scalco, Elisa 2 Sviščuk, Anatolij 2 Alghalith, Moawia 1 Floros, Christos 1 Jongh, Pieter Juriaan de 1 Malliaris, A. 1 Malliaris, A.G. 1 Poufinas, Thomas 1 Venter, J. H. 1
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Institution
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Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Fondazione ENI Enrico Mattei (FEEM) 1
Published in...
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Annals of financial economics 1 Computational Economics 1 Journal of Evolutionary Economics 1 Journal of evolutionary economics : JEE 1 Nota di Lavoro 1 Risks 1 Risks : open access journal 1 The journal of investment strategies 1 Working Papers - Mathematical Economics 1 Working Papers / Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 1
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Source
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RePEc 5 ECONIS (ZBW) 4 EconStor 2
Showing 1 - 10 of 11
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Transformations of telegraph processes and their financial applications
Pogorui, Anatoliy A.; Sviščuk, Anatolij; … - In: Risks 9 (2021) 8, pp. 1-21
In this paper, we consider non-linear transformations of classical telegraph process. The main results consist of deriving a general partial differential Equation (PDE) for the probability density (pdf) of the transformed telegraph process, and then presenting the limiting PDE under Kac's...
Persistent link: https://www.econbiz.de/10013200811
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Cover Image
Transformations of telegraph processes and their financial applications
Pogorui, Anatoliy A.; Sviščuk, Anatolij; … - In: Risks : open access journal 9 (2021) 8, pp. 1-21
In this paper, we consider non-linear transformations of classical telegraph process. The main results consist of deriving a general partial differential Equation (PDE) for the probability density (pdf) of the transformed telegraph process, and then presenting the limiting PDE under Kac's...
Persistent link: https://www.econbiz.de/10012612392
Saved in:
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Pricing options using expected profit and loss measures
Venter, J. H.; Jongh, Pieter Juriaan de - In: The journal of investment strategies 11 (2022) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10014335818
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Simplified option pricing techniques
Alghalith, Moawia; Floros, Christos; Poufinas, Thomas - In: Annals of financial economics 14 (2019) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
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Environmental options and technological innovation: An evolutionary game model
Antoci, Angelo; Borghesi, Simone; Galeotti, Marcello - 2009
This paper analyses the effects on economic agents' behaviour of an innovative environmental protection mechanism that the Public Administration of a tourist region may adopt to attract visitors while protecting the environment. On the one hand, the Public Administration sells to the tourists an...
Persistent link: https://www.econbiz.de/10010279614
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Environmental Options and Technological Innovation: An Evolutionary Game Model
Borghesi, Simone; Antoci, Angelo; Galeotti, Marcello - Fondazione ENI Enrico Mattei (FEEM) - 2009
This paper analyses the effects on economic agents' behaviour of an innovative environmental protection mechanism that the Public Administration of a tourist region may adopt to attract visitors while protecting the environment. On the one hand, the Public Administration sells to the tourists an...
Persistent link: https://www.econbiz.de/10008502101
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Environmental options and technological innovation: an evolutionary game model
Antoci, Angelo; Borghesi, Simone; Galeotti, Marcello - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2009
This paper analyzes the effects on economic agents’ behaviour of an innovative environmental protection mechanism that the Public Administration of a tourist region may adopt to attract visitors while protecting the environment. On the one hand, the Public Administration sells to the tourists...
Persistent link: https://www.econbiz.de/10008506949
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Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
Corazza, Marco; Malliaris, A.G.; Scalco, Elisa - Dipartimento di Matematica Applicata, Università Ca' … - 2006
obtain analytical approximations of the Greeks for the European call and put options in terms of an asset whose price comoves …
Persistent link: https://www.econbiz.de/10005076136
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Environmental options and technological innovation: an evolutionary game model
Antoci, Angelo; Borghesi, Simone; Galeotti, Marcello - In: Journal of Evolutionary Economics 23 (2013) 2, pp. 247-269
This paper analyzes the effects on economic agents’ behavior of an innovative environmental protection mechanism that the public administration of a tourist region may adopt to attract visitors while protecting the environment. On the one hand, the public administration sells to the tourists...
Persistent link: https://www.econbiz.de/10010849035
Saved in:
Cover Image
Environmental options and technological innovation : an evolutionary game model
Antoci, Angelo; Borghesi, Simone; Galeotti, Marcello - In: Journal of evolutionary economics : JEE 23 (2013) 2, pp. 247-269
Persistent link: https://www.econbiz.de/10009735018
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