, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … stock futures, the non-uniform pricing effect of employee stock options using quantile regression, nonlinear dynamics and …

use of Monte Carlo simulations and options theory. Our method considers the options embedded in Continental European lease … extent the options exercised by the tenant significantly affect the owner's income. Our main findings are that simulated cash … flows which take account of such options are more reliable that those usually computed by the traditional method of …