Real Options Literature Review (Articles)

Shihong Zeng, Shuai Zhang

iBusiness Vol.3 No.1，March 10, 2011

DOI: 10.4236/ib.2011.31007   11,042 Downloads  21,674 Views  Citations

Investment Timing with Incentive-Disincentive Contracts under Asymmetric Information (Articles)

Takashi Shibata, Michi Nishihara

Technology and Investment Vol.3 No.2，May 29, 2012

DOI: 10.4236/ti.2012.32011   4,996 Downloads  7,581 Views  Citations

Investment Reluctance in Supply Chains: An Agent-Based Real Options Approach (Articles)

Alfons Balmann, Karin Kataria, Oliver Musshoff

Journal of Mathematical Finance Vol.3 No.2A，April 29, 2013

DOI: 10.4236/jmf.2013.32A001   4,346 Downloads  7,598 Views  Citations
This article belongs to the Special Issue on Multi-Agent Based Modelling in Finance

Corporate Social Responsibility from Friedman to Porter and Kramer (Articles)

Maria Teresa Bosch-Badia, Joan Montllor-Serrats, Maria Antonia Tarrazon

Theoretical Economics Letters Vol.3 No.3A，June 18, 2013

DOI: 10.4236/tel.2013.33A003   17,921 Downloads  30,104 Views  Citations
This article belongs to the Special Issue on Business Economics

Franchise Revenue Guarantee Valuation: Real Options Approach (Articles)

Lukito Adi Nugroho

Journal of Financial Risk Management Vol.4 No.1，March 5, 2015

DOI: 10.4236/jfrm.2015.41004   3,489 Downloads  4,117 Views  Citations

A Strategic Investment Decision: “Internationalization of SMEs”: A Multiple Appraisal Approach and Illustration with a Case Study (Articles)

Asuman Atik

iBusiness Vol.4 No.2，June 20, 2012

DOI: 10.4236/ib.2012.42017   7,494 Downloads  13,533 Views  Citations

Recent Developments in Fuzzy Sets Approach in Option Pricing (Articles)

Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32031   3,931 Downloads  7,031 Views  Citations

The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula (Articles)

Yujie Cui, Baoli Yu

Journal of Mathematical Finance Vol.2 No.3，August 31, 2012

DOI: 10.4236/jmf.2012.23029   5,522 Downloads  9,038 Views  Citations

Expected Stock Returns and Option-Implied Rate of Return (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.4，November 19, 2012

DOI: 10.4236/jmf.2012.24030   6,981 Downloads  11,725 Views  Citations

Prescription for Obesity: Eat Less and Move More. Is It Really That Simple? (Articles)

Karen M. Deck, Beth Haney, Camille F. Fitzpatrick, Susanne J. Phillips, Susan M. Tiso

Open Journal of Nursing Vol.4 No.9，August 14, 2014

DOI: 10.4236/ojn.2014.49069   4,219 Downloads  6,412 Views  Citations

Computation of Greeks Using Binomial Tree (Articles)

Yoshifumi Muroi, Shintaro Suda

Journal of Mathematical Finance Vol.7 No.3，July 17, 2017

DOI: 10.4236/jmf.2017.73031   2,451 Downloads  3,635 Views  Citations

A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65063   2,073 Downloads  3,587 Views  Citations

Alternative Financing Instruments for African Economies (Articles)

Jane Mpapalika

Journal of Mathematical Finance Vol.10 No.1，January 16, 2020

DOI: 10.4236/jmf.2020.101005   238 Downloads  427 Views  Citations

A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters (Articles)

Stafford Johnson, Amit Sen, Brian Balyeat

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21013   4,029 Downloads  7,392 Views  Citations

Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45032   4,210 Downloads  5,275 Views  Citations

The Impact of Maturity on Futures and Options with Reference to National Stock Exchange: An Exploratory Study (Articles)

B. Radhakrishna, S. Ravikumar, B. D. Hansraj

Theoretical Economics Letters Vol.9 No.6，August 5, 2019

DOI: 10.4236/tel.2019.96110   429 Downloads  943 Views  Citations

Trading Responses to Negative Signals (Articles)

Mark W. Zikiye, Rebecca Abraham, Charles Harrington

Theoretical Economics Letters Vol.4 No.6，June 13, 2014

DOI: 10.4236/tel.2014.46049   3,613 Downloads  4,307 Views  Citations

In-Arrears Interest Rate Derivatives under the 3/2 Model (Articles)

Joanna Goard

Modern Economy Vol.6 No.6，June 18, 2015

DOI: 10.4236/me.2015.66067   3,277 Downloads  3,786 Views  Citations

Approximation for Convenience Yield with Mean-Reverting Commodity Price (Articles)

Qiang Zhao, Guiding Gu

Journal of Mathematical Finance Vol.5 No.3，June 27, 2015

DOI: 10.4236/jmf.2015.53021   3,464 Downloads  3,969 Views  Citations

Modeling Policyholder Behavior through Insurance Resonant Marts for Pricing Options and Guarantees (Articles)

S. Jayaprakash, Michael Ha

World Journal of Engineering and Technology Vol.3 No.3B，October 23, 2015

DOI: 10.4236/wjet.2015.33C033   4,043 Downloads  4,379 Views  Citations