Option Valuation with Observable Volatility and Jump Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.2494379 ◽

2014 ◽

Cited By ~ 1

Author(s):

Peter Christoffersen ◽

Bruno Feunou ◽

Yoontae Jeon

Keyword(s):

Option Valuation ◽

Jump Dynamics

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Option valuation with observable volatility and jump dynamics

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2015.08.002 ◽

2015 ◽

Vol 61 ◽

pp. S101-S120 ◽

Cited By ~ 15

Author(s):

Peter Christoffersen ◽

Bruno Feunou ◽

Yoontae Jeon

Keyword(s):

Option Valuation ◽

Jump Dynamics

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Behavioral barriers to real option valuation

PsycEXTRA Dataset ◽

10.1037/e722842011-069 ◽

2004 ◽

Author(s):

Sari Carp ◽

Zur Shapira

Keyword(s):

Real Option ◽

Option Valuation ◽

Real Option Valuation ◽

Behavioral Barriers

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Option valuation using the fast Fourier transform

The Journal of Computational Finance ◽

10.21314/jcf.1999.043 ◽

1999 ◽

Vol 2 (4) ◽

pp. 61-73 ◽

Cited By ~ 1283

Author(s):

Peter Carr ◽

Dilip Madan

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Option Valuation

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Simulation for Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.1121293 ◽

1996 ◽

Author(s):

Pablo Fernandez

Keyword(s):

Option Valuation

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Sensitivity Analysis for Cash Flow Simulation Based Real Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.1864909 ◽

2011 ◽

Cited By ~ 2

Author(s):

Tero J. Haahtela

Keyword(s):

Sensitivity Analysis ◽

Cash Flow ◽

Real Option ◽

Flow Simulation ◽

Option Valuation ◽

Real Option Valuation ◽

Simulation Based

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Option Valuation Formula for General Garch-in-Mean Models

SSRN Electronic Journal ◽

10.2139/ssrn.3185994 ◽

2018 ◽

Author(s):

Zhongmin Qian ◽

Xingcheng Xu

Keyword(s):

Option Valuation

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Excessive Discretion in Corporate Disclosure? Evidence from Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.3312204 ◽

2018 ◽

Author(s):

Pierre Chaigneau ◽

Julien Le Maux ◽

Antoine Noël

Keyword(s):

Option Valuation ◽

Corporate Disclosure

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Executive Stock and Option Valuation in a Two State-Variable Framework: Allowing Optimal Investment of Outside Wealth in the Riskfree Asset and the Market Portfolio

SSRN Electronic Journal ◽

10.2139/ssrn.494282 ◽

2004 ◽

Cited By ~ 2

Author(s):

Jie Cai ◽

Anand M. Vijh

Keyword(s):

Optimal Investment ◽

Option Valuation ◽

State Variable ◽

Market Portfolio

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Real Option Valuation using NPV

SSRN Electronic Journal ◽

10.2139/ssrn.644081 ◽

2004 ◽

Cited By ~ 1

Author(s):

Tom M. Arnold ◽

Timothy Falcon Crack

Keyword(s):

Real Option ◽

Option Valuation ◽

Real Option Valuation

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Solid-State 17O NMR Studies of Sulfonate Jump Dynamics in Crystalline Sulfonic Acids: Insights into the Hydrogen Bonding Effect

The Journal of Physical Chemistry A ◽

10.1021/acs.jpca.0c08198 ◽

2020 ◽

Vol 124 (46) ◽

pp. 9597-9604

Author(s):

Yizhe Dai ◽

Gang Wu

Keyword(s):

Hydrogen Bonding ◽

Solid State ◽

Nmr Studies ◽

Sulfonic Acids ◽

17O Nmr ◽

Bonding Effect ◽

Jump Dynamics ◽

Hydrogen Bonding Effect

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