option market
The Turkish option market
... Turkish option market Page 37 In order to evaluate the performance of portfolios combining these virtual options with the current funds, Markowitz analyses were conducted in chapter ...after option ...
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Essays in market microstructure
... There is a growing body of literature that provides evidence that informed traders do trade in option markets and the option market makers' hedging activities affect the costs of liquidi[r] ...
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Impacts of Premium Bounds on the Operation of Put Option and Day-ahead Electricity Markets
... electricity market and a financial option ...physical market participants can hedge themselves against risks in quantity and price of trading electric energy by concluding derivative contracts in the ...
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How Does Pricing of Day-ahead Electricity Market Affect Put Option Pricing?
... and option markets are studied in [1], ...spot market and by setting their generation power in a financial option ...call option contracts on the strategies of producers on a physical ...
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On the demand pressure hypothesis in option markets: the case of a redundant option
... where option market makers cannot hedge their inventories ...an option raises its price. The expensiveness of an option is then positively related to the option demand of ...
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Analysis of Corporate Bond Yield Spread Based on the Volatility Clustering Effect
... of option market and equity market index with the consideration of conditional ...the option market with implied volatility characteristics has no significant effect on bond spread, but ...
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On the Economic Premium Principle
... the option price, as well as to describe a stylized fact of the option market, such as skewness in the stock return, volatility skewness, an anomaly in the option return, and the form of the ...
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Kim06
... of option market data to get a reasonable ...70 option market data by minimizing option pricing error with respect to 70 volatility input ...
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Effects of market sentiment in index option pricing: a study of CNX NIFTY index option
... Black-Scholes option price (using previous day implied volatility) and CS option price (using previous day implied volatility, skewness and kurtosis) is compared to find out which is pricing the ...
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Pricing a European Option in a Black Scholes Quanto Market When Stock Price is a Semimartingale
... The process Y t , in Equation (65) above, is a martingale and it is under a new probability measure * . This equation marks one of the major contributions of this study to the the theory option pricing through ...
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Market timing of executive stock option granting and exercising: Evidence from bursa Malaysia
... stock option exercising on firm performance (TQ) with industry ...that option exercising by Malaysian executives is following the similar trends throughout the ...
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'Tiny house, big impact?' : an investigation into the 'rise' of the Tiny Home Lifestyle (THL) in the United States
... governing practices involved in steering consumer tendencies specific to this housing option. The THL is reviewed through the lens of the American dream as this ethos, underscored by fundamental American values ...
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Competitive distribution system planning model integration of DG, interruptible load and voltage regulator devices
... electricity market price versus the time period, (uncertainty on fuel price and load), electricity market price and system load are considered to be ...base market price is variable by 24-periods ...
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Modelling the impact of alternative fare structures on train overcrowding
... Table 2 provides a summary of the case study network characteristics. The timetable, fares, ticket restrictions, base demand and market share information were all derived from information kindly supplied by the ...
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Option pricing under risk-exogenous measures in a fractional jump diffusion market
... An outline of this paper is as follows. In section 2 a fractional jump-diffusion market model is given and a generalized fractional Ito formula is derived. In section 3 we study the price of exogenous risks by ...
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ENERGY CONSERVATION AND GENERATION THROUGH BIODEGRADABLE SOLID WASTE- A COMPACT BIO-GAS PLANT
... By anaerobic digestion we can deal with solid waste by its organic fraction and decomposition. Biomethanation is an ideal option as it consumes waste and provides renewable energy and organic fertilizer. Though, ...
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Capital budgeting and policy evaluation using option pricing theory
... That is, the value of the debt or the exercise price of the farmer's option, is more than the value of the farm assets, or market price of the underlying asset.. In this case the convent[r] ...
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The Poisson Log-Bilinear Lee-Carter Model: Applications Of efficient bootstrap methods to annuity analyses
... annuity option in the case where interest rates are ...the market value of the projected assets to that of the liabilities, as a meaningful measure of the company’s financial position, expressing the degree ...
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An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology
... This paper uses a real options approach to determine and analyse the opti- mal time for financial market investors (referred to as “traders” hereafter) to invest in a high frequency trading (HFT) technology. HFT ...
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A SYSTEMATIC REVIEW ON MARKETING STRATEGIES AND THEIR RELATION WITH OTHER STRATEGIES WITH SPECIAL EMPHASIS ON SMART PHONES
... The aim of this paper is to explain the various marketing strategies implemented by smart phone manufacturers. Marketers might need methods to leverage all elements of the communication mix and blend traditional, digital ...
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