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  • Search: subject:"rainbow option"
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Year of publication
Subject
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Option pricing theory 4 Option trading 4 Optionsgeschäft 4 Optionspreistheorie 4 Rainbow option 4 rainbow option 3 Derivat 2 Derivative 2 Asset selection 1 Best-of option 1 CAPM 1 CER procurement 1 Clean development mechanism 1 Compound rainbow option 1 Dimension 1 Discrete-sampling path-dependent option 1 Forward-start option 1 Lookback option 1 Markov process 1 Martingale pricing method 1 Multiasset option 1 Multivariate normal distribution 1 Option on the maximum or the minimum 1 Portfolio selection 1 Portfolio-Management 1 Real option theory 1 Real options analysis 1 Realoptionsansatz 1 Reset option 1 Risiko 1 Risk 1 Risk management 1 Shannon entropy 1 Theorie 1 Theory 1 Timing risk 1 Trend option 1 best-of option 1 co-integration 1 continuous switching 1
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Online availability
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Undetermined 4 Free 2
Type of publication
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Article 8 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 6 Undetermined 3
Author
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Guillaume, Tristan 3 Dockendorf, Jörg 2 Paxson, Dean A. 2 Wang, Hsiao-Chuan 2 Wang, Jr-Yan 2 Bhattacharya, Sukanto 1 Chen, Chun-Ying 1 Hung, Mao-Wei 1 Ko, Yi-Chen 1 Kumar, Kuldeep 1 Matsuhashi, Ryuji 1 Shinozaki, Hidetaka 1 Yoshida, Yoshikuni 1
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Institution
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HAL 1
Published in...
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Review of derivatives research 3 The European journal of finance 2 Environmental Economics and Policy Studies 1 Journal of Economics and Management 1 Post-Print / HAL 1 Review of Derivatives Research 1
Source
All
ECONIS (ZBW) 5 RePEc 4
Showing 1 - 9 of 9
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Rainbow trend options : valuation and applications
Wang, Jr-Yan; Wang, Hsiao-Chuan; Ko, Yi-Chen; Hung, Mao-Wei - In: Review of derivatives research 20 (2017) 2, pp. 91-133
Persistent link: https://www.econbiz.de/10011935970
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Sequential real rainbow options
Dockendorf, Jörg; Paxson, Dean A. - In: The European journal of finance 21 (2015) 10/12, pp. 867-892
Persistent link: https://www.econbiz.de/10011301977
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The valuation of forward-start rainbow options
Chen, Chun-Ying; Wang, Hsiao-Chuan; Wang, Jr-Yan - In: Review of derivatives research 18 (2015) 2, pp. 145-188
Persistent link: https://www.econbiz.de/10011477296
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Making the best of best-of
Guillaume, Tristan - HAL - 2008
This paper extends the analytical valuation of options on the maximum or the minimum of several risky assets in several directions. The first extension consists in including more assets in the payoff and making the latter more flexible by adding knock-in and knock-out provisions. The second...
Persistent link: https://www.econbiz.de/10010821073
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An Entropic Approach to Analyze Investor Utility Involving a Financial Structured Product
Bhattacharya, Sukanto; Kumar, Kuldeep - In: Journal of Economics and Management 2 (2006) 2, pp. 111-122
same as that from a rainbow option. We also propose a generalization of our posited framework by incorporating a fuzzy …
Persistent link: https://www.econbiz.de/10008555934
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Continuous rainbow options on commodity outputs : what is the real value of switching facilities?
Dockendorf, Jörg; Paxson, Dean A. - In: The European journal of finance 19 (2013) 7/8, pp. 645-673
Persistent link: https://www.econbiz.de/10010244745
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Making the best of best-of
Guillaume, Tristan - In: Review of Derivatives Research 11 (2008) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10005709805
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Management of risks in clean development mechanism projects
Matsuhashi, Ryuji; Shinozaki, Hidetaka; Yoshida, Yoshikuni - In: Environmental Economics and Policy Studies 9 (2008) 4, pp. 283-298
with a compound rainbow option, which included continuous procedures from registration to investment. The evaluated results …
Persistent link: https://www.econbiz.de/10010949623
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Making the best of best-of
Guillaume, Tristan - In: Review of derivatives research 11 (2008) 1/2, pp. 1-39
Persistent link: https://www.econbiz.de/10003829528
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