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Valuing risky projects: option pricing theory and decision analysis... In this paper, we compare and contrast three different approaches: risk-adjusted discount-rate analysis, option pricing analysis, and decision analysis, focusing on the last two...

général - core.ac.uk - PDF: dx.doi.org

Option pricing variance reduction techniques under the... Theoretical research of options is also changing, option pricing models under Levy processes developed rapidly...

PDF: article.sciencepublishinggroup.com

Electricity futures option pricingThe main focus of this thesis is the futures option pricing in electricity sector...

PDF: www.nusl.cz

Option pricing under stochastic volatilityThis master's thesis focuses on the problem area of option pricing under stochastic volatility...

PDF: www.nusl.cz

Regime switching stochastic volatility option pricingStochastic volatility option pricing has become popular in financial mathematics due to its theoretical and empirical consistencies...

PDF: www.inderscience.com

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Nouveau : Traduire du texte avec ChatDico – 172 langues

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Dictionnaire français - anglais

valoration d'options

option pricing