Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:(OPTIONS FINANCE ). Showing records 1 – 30 of 227 total matches.

[1] [2] [3] [4] [5] [6] [7] [8]

Search Limiters

Last 2 Years | English Only

Levels

Languages

Country

▼ Search Limiters


University of Hong Kong

1. 葛麗; Ge, Li. Informational content of options trading on equity returns and corporate events.

Degree: PhD, 2015, University of Hong Kong

This dissertation consists of three empirical studies about the informational content of options trading on subsequent equity returns and around major corporate events, such as… (more)

Subjects/Keywords: Options (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

葛麗; Ge, L. (2015). Informational content of options trading on equity returns and corporate events. (Doctoral Dissertation). University of Hong Kong. Retrieved from Ge, L. [葛麗]. (2015). Informational content of options trading on equity returns and corporate events. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5481887 ; http://hdl.handle.net/10722/211131

Chicago Manual of Style (16th Edition):

葛麗; Ge, Li. “Informational content of options trading on equity returns and corporate events.” 2015. Doctoral Dissertation, University of Hong Kong. Accessed January 18, 2020. Ge, L. [葛麗]. (2015). Informational content of options trading on equity returns and corporate events. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5481887 ; http://hdl.handle.net/10722/211131.

MLA Handbook (7th Edition):

葛麗; Ge, Li. “Informational content of options trading on equity returns and corporate events.” 2015. Web. 18 Jan 2020.

Vancouver:

葛麗; Ge L. Informational content of options trading on equity returns and corporate events. [Internet] [Doctoral dissertation]. University of Hong Kong; 2015. [cited 2020 Jan 18]. Available from: Ge, L. [葛麗]. (2015). Informational content of options trading on equity returns and corporate events. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5481887 ; http://hdl.handle.net/10722/211131.

Council of Science Editors:

葛麗; Ge L. Informational content of options trading on equity returns and corporate events. [Doctoral Dissertation]. University of Hong Kong; 2015. Available from: Ge, L. [葛麗]. (2015). Informational content of options trading on equity returns and corporate events. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5481887 ; http://hdl.handle.net/10722/211131


University of Technology, Sydney

2. Ziveyi, Jonathan. The evaluation of early exercise exotic options.

Degree: 2011, University of Technology, Sydney

 Research on the pricing of multifactor American options has been growing at a slow pace due to the curse of dimensionality. If we start to… (more)

Subjects/Keywords: Options modeling.; Options (Finance).; Exotic options.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ziveyi, J. (2011). The evaluation of early exercise exotic options. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/20364

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ziveyi, Jonathan. “The evaluation of early exercise exotic options.” 2011. Thesis, University of Technology, Sydney. Accessed January 18, 2020. http://hdl.handle.net/10453/20364.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ziveyi, Jonathan. “The evaluation of early exercise exotic options.” 2011. Web. 18 Jan 2020.

Vancouver:

Ziveyi J. The evaluation of early exercise exotic options. [Internet] [Thesis]. University of Technology, Sydney; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10453/20364.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ziveyi J. The evaluation of early exercise exotic options. [Thesis]. University of Technology, Sydney; 2011. Available from: http://hdl.handle.net/10453/20364

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Alberta

3. Cyr, Donald A. Option pricing: theoretical and empirical issues.

Degree: PhD, Faculty of Business, 1992, University of Alberta

Subjects/Keywords: Options (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cyr, D. A. (1992). Option pricing: theoretical and empirical issues. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/37720f76m

Chicago Manual of Style (16th Edition):

Cyr, Donald A. “Option pricing: theoretical and empirical issues.” 1992. Doctoral Dissertation, University of Alberta. Accessed January 18, 2020. https://era.library.ualberta.ca/files/37720f76m.

MLA Handbook (7th Edition):

Cyr, Donald A. “Option pricing: theoretical and empirical issues.” 1992. Web. 18 Jan 2020.

Vancouver:

Cyr DA. Option pricing: theoretical and empirical issues. [Internet] [Doctoral dissertation]. University of Alberta; 1992. [cited 2020 Jan 18]. Available from: https://era.library.ualberta.ca/files/37720f76m.

Council of Science Editors:

Cyr DA. Option pricing: theoretical and empirical issues. [Doctoral Dissertation]. University of Alberta; 1992. Available from: https://era.library.ualberta.ca/files/37720f76m


University of Hong Kong

4. 盧曉瓏; Lu, Xiaolong. Analysts, options trading and equity short selling.

Degree: PhD, 2014, University of Hong Kong

This dissertation consists of two empirical essays on the interactions among three financial markets, namely, the stock market, the options market, and the equity lending… (more)

Subjects/Keywords: Stocks; Short selling; Options (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

盧曉瓏; Lu, X. (2014). Analysts, options trading and equity short selling. (Doctoral Dissertation). University of Hong Kong. Retrieved from Lu, X. [盧曉瓏]. (2014). Analysts, options trading and equity short selling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270543 ; http://dx.doi.org/10.5353/th_b5270543 ; http://hdl.handle.net/10722/206666

Chicago Manual of Style (16th Edition):

盧曉瓏; Lu, Xiaolong. “Analysts, options trading and equity short selling.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed January 18, 2020. Lu, X. [盧曉瓏]. (2014). Analysts, options trading and equity short selling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270543 ; http://dx.doi.org/10.5353/th_b5270543 ; http://hdl.handle.net/10722/206666.

MLA Handbook (7th Edition):

盧曉瓏; Lu, Xiaolong. “Analysts, options trading and equity short selling.” 2014. Web. 18 Jan 2020.

Vancouver:

盧曉瓏; Lu X. Analysts, options trading and equity short selling. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2020 Jan 18]. Available from: Lu, X. [盧曉瓏]. (2014). Analysts, options trading and equity short selling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270543 ; http://dx.doi.org/10.5353/th_b5270543 ; http://hdl.handle.net/10722/206666.

Council of Science Editors:

盧曉瓏; Lu X. Analysts, options trading and equity short selling. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: Lu, X. [盧曉瓏]. (2014). Analysts, options trading and equity short selling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270543 ; http://dx.doi.org/10.5353/th_b5270543 ; http://hdl.handle.net/10722/206666


University of Johannesburg

5. Zittlau, Ferdinand Ernst. Option pricing and risk management.

Degree: 2012, University of Johannesburg

M.Comm.

Chapter 2 discussed the basic principles underlying of the two major option pricing formulae. It clearly showed that two totally different approaches were followed… (more)

Subjects/Keywords: Options (Finance)  – Prices; Risk management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zittlau, F. E. (2012). Option pricing and risk management. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/6728

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zittlau, Ferdinand Ernst. “Option pricing and risk management.” 2012. Thesis, University of Johannesburg. Accessed January 18, 2020. http://hdl.handle.net/10210/6728.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zittlau, Ferdinand Ernst. “Option pricing and risk management.” 2012. Web. 18 Jan 2020.

Vancouver:

Zittlau FE. Option pricing and risk management. [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10210/6728.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zittlau FE. Option pricing and risk management. [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/6728

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Montana Tech

6. Edwards, William Wallace. Use of calls for the investor with limited capital.

Degree: MBA, 1973, Montana Tech

Subjects/Keywords: Options (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Edwards, W. W. (1973). Use of calls for the investor with limited capital. (Thesis). Montana Tech. Retrieved from https://scholarworks.umt.edu/etd/5900

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Edwards, William Wallace. “Use of calls for the investor with limited capital.” 1973. Thesis, Montana Tech. Accessed January 18, 2020. https://scholarworks.umt.edu/etd/5900.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Edwards, William Wallace. “Use of calls for the investor with limited capital.” 1973. Web. 18 Jan 2020.

Vancouver:

Edwards WW. Use of calls for the investor with limited capital. [Internet] [Thesis]. Montana Tech; 1973. [cited 2020 Jan 18]. Available from: https://scholarworks.umt.edu/etd/5900.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Edwards WW. Use of calls for the investor with limited capital. [Thesis]. Montana Tech; 1973. Available from: https://scholarworks.umt.edu/etd/5900

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Rutgers University

7. Chandia, Karina E., 1982-. Option prices and accounting choices.

Degree: PhD, Management, 2014, Rutgers University

My dissertation research contains two chapters on the impact of the accounting choices, conservatism and quality of the accounting information, on the option prices. In… (more)

Subjects/Keywords: Options (Finance) – Prices; Accounting – Methods

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chandia, Karina E., 1. (2014). Option prices and accounting choices. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/45617/

Chicago Manual of Style (16th Edition):

Chandia, Karina E., 1982-. “Option prices and accounting choices.” 2014. Doctoral Dissertation, Rutgers University. Accessed January 18, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/45617/.

MLA Handbook (7th Edition):

Chandia, Karina E., 1982-. “Option prices and accounting choices.” 2014. Web. 18 Jan 2020.

Vancouver:

Chandia, Karina E. 1. Option prices and accounting choices. [Internet] [Doctoral dissertation]. Rutgers University; 2014. [cited 2020 Jan 18]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/45617/.

Council of Science Editors:

Chandia, Karina E. 1. Option prices and accounting choices. [Doctoral Dissertation]. Rutgers University; 2014. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/45617/


Rutgers University

8. Gilani, Wajahat H., 1979-. Optimal execution of real-options in illiquid and incomplete markets.

Degree: PhD, Management, 2016, Rutgers University

This dissertation, consists of three essays on the problem of quantifying optimal stopping policies for a multi-period investment, where transition probabilities and the investment value… (more)

Subjects/Keywords: Real options (Finance); Management accounting

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gilani, Wajahat H., 1. (2016). Optimal execution of real-options in illiquid and incomplete markets. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/50521/

Chicago Manual of Style (16th Edition):

Gilani, Wajahat H., 1979-. “Optimal execution of real-options in illiquid and incomplete markets.” 2016. Doctoral Dissertation, Rutgers University. Accessed January 18, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/50521/.

MLA Handbook (7th Edition):

Gilani, Wajahat H., 1979-. “Optimal execution of real-options in illiquid and incomplete markets.” 2016. Web. 18 Jan 2020.

Vancouver:

Gilani, Wajahat H. 1. Optimal execution of real-options in illiquid and incomplete markets. [Internet] [Doctoral dissertation]. Rutgers University; 2016. [cited 2020 Jan 18]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50521/.

Council of Science Editors:

Gilani, Wajahat H. 1. Optimal execution of real-options in illiquid and incomplete markets. [Doctoral Dissertation]. Rutgers University; 2016. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50521/


University of Hong Kong

9. Song, Na. Mathematical models and numerical algorithms for option pricing and optimal trading.

Degree: PhD, 2013, University of Hong Kong

 Research conducted in mathematical finance focuses on the quantitative modeling of financial markets. It allows one to solve financial problems by using mathematical methods and… (more)

Subjects/Keywords: Options (Finance) - Prices - Mathematical models.; Options (Finance) - Mathematical models.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Song, N. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Doctoral Dissertation). University of Hong Kong. Retrieved from Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191

Chicago Manual of Style (16th Edition):

Song, Na. “Mathematical models and numerical algorithms for option pricing and optimal trading.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed January 18, 2020. Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191.

MLA Handbook (7th Edition):

Song, Na. “Mathematical models and numerical algorithms for option pricing and optimal trading.” 2013. Web. 18 Jan 2020.

Vancouver:

Song N. Mathematical models and numerical algorithms for option pricing and optimal trading. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2020 Jan 18]. Available from: Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191.

Council of Science Editors:

Song N. Mathematical models and numerical algorithms for option pricing and optimal trading. [Doctoral Dissertation]. University of Hong Kong; 2013. Available from: Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191


Ryerson University

10. Cane, Matthew. Pricing spread options under Levy jump-diffusion models.

Degree: 2011, Ryerson University

 This thesis examines the problem of pricing spread options under market models with jumps driven by a Compound Poisson Process and stochastic volatility in the… (more)

Subjects/Keywords: Options (Finance)  – Mathematical models; Options (Finance)  – Prices  – Mathematical models; Lévy processes; Finance  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cane, M. (2011). Pricing spread options under Levy jump-diffusion models. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A930

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cane, Matthew. “Pricing spread options under Levy jump-diffusion models.” 2011. Thesis, Ryerson University. Accessed January 18, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A930.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cane, Matthew. “Pricing spread options under Levy jump-diffusion models.” 2011. Web. 18 Jan 2020.

Vancouver:

Cane M. Pricing spread options under Levy jump-diffusion models. [Internet] [Thesis]. Ryerson University; 2011. [cited 2020 Jan 18]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A930.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cane M. Pricing spread options under Levy jump-diffusion models. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A930

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Western Australia

11. Smith, Kurt. American binary FX options : from theoretical value to market price.

Degree: PhD, 2010, University of Western Australia

[Truncated abstract] There is no universally accepted benchmark model for pricing exotic FX options to market, such as that for European vanilla FX options. The… (more)

Subjects/Keywords: Exotic options (Finance); Risk-return relationships; Foreign exchange options; Hedging (Finance); Finance; Currency options; Binary; Vanna; Volga; Market value

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Smith, K. (2010). American binary FX options : from theoretical value to market price. (Doctoral Dissertation). University of Western Australia. Retrieved from http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=29941&local_base=GEN01-INS01

Chicago Manual of Style (16th Edition):

Smith, Kurt. “American binary FX options : from theoretical value to market price.” 2010. Doctoral Dissertation, University of Western Australia. Accessed January 18, 2020. http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=29941&local_base=GEN01-INS01.

MLA Handbook (7th Edition):

Smith, Kurt. “American binary FX options : from theoretical value to market price.” 2010. Web. 18 Jan 2020.

Vancouver:

Smith K. American binary FX options : from theoretical value to market price. [Internet] [Doctoral dissertation]. University of Western Australia; 2010. [cited 2020 Jan 18]. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=29941&local_base=GEN01-INS01.

Council of Science Editors:

Smith K. American binary FX options : from theoretical value to market price. [Doctoral Dissertation]. University of Western Australia; 2010. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=29941&local_base=GEN01-INS01


University of KwaZulu-Natal

12. Mkhize, Ngenisile Grace Zanele. The pricing theory of Asian options.

Degree: Mathematics, 2007, University of KwaZulu-Natal

 An Asian option is an example of exotic options. Its payoff depends on the average of the underlying asset prices. The average may be over… (more)

Subjects/Keywords: Exotic options (Finance); Option value.; Mathematics.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mkhize, N. G. Z. (2007). The pricing theory of Asian options. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/429

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mkhize, Ngenisile Grace Zanele. “The pricing theory of Asian options. ” 2007. Thesis, University of KwaZulu-Natal. Accessed January 18, 2020. http://hdl.handle.net/10413/429.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mkhize, Ngenisile Grace Zanele. “The pricing theory of Asian options. ” 2007. Web. 18 Jan 2020.

Vancouver:

Mkhize NGZ. The pricing theory of Asian options. [Internet] [Thesis]. University of KwaZulu-Natal; 2007. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10413/429.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mkhize NGZ. The pricing theory of Asian options. [Thesis]. University of KwaZulu-Natal; 2007. Available from: http://hdl.handle.net/10413/429

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Stellenbosch University

13. Nieuwveldt, Fernando Damian. A survey of computational methods for pricing Asian options.

Degree: Mathematical Sciences, 2009, Stellenbosch University

Thesis (MSc (Mathematical Sciences. Applied Mathematics)) – University of Stellenbosch, 2009.

In this thesis, we investigate two numerical methods to price nancial options. We look at… (more)

Subjects/Keywords: Applied mathematics; Pricing; Options (Finance); Laplace transformation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nieuwveldt, F. D. (2009). A survey of computational methods for pricing Asian options. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/2118

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nieuwveldt, Fernando Damian. “A survey of computational methods for pricing Asian options.” 2009. Thesis, Stellenbosch University. Accessed January 18, 2020. http://hdl.handle.net/10019.1/2118.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nieuwveldt, Fernando Damian. “A survey of computational methods for pricing Asian options.” 2009. Web. 18 Jan 2020.

Vancouver:

Nieuwveldt FD. A survey of computational methods for pricing Asian options. [Internet] [Thesis]. Stellenbosch University; 2009. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10019.1/2118.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nieuwveldt FD. A survey of computational methods for pricing Asian options. [Thesis]. Stellenbosch University; 2009. Available from: http://hdl.handle.net/10019.1/2118

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Duke University

14. Borochin, Paul Alexander. Essays on Using Options to Elicit Market Beliefs about Mergers .

Degree: 2011, Duke University

  The first essay of my dissertation introduces a new method for eliciting market beliefs about the expected outcomes of a merger negotiation after announcement.… (more)

Subjects/Keywords: Economics, Finance; acquisitions; mergers; options; value

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Borochin, P. A. (2011). Essays on Using Options to Elicit Market Beliefs about Mergers . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/5669

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Borochin, Paul Alexander. “Essays on Using Options to Elicit Market Beliefs about Mergers .” 2011. Thesis, Duke University. Accessed January 18, 2020. http://hdl.handle.net/10161/5669.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Borochin, Paul Alexander. “Essays on Using Options to Elicit Market Beliefs about Mergers .” 2011. Web. 18 Jan 2020.

Vancouver:

Borochin PA. Essays on Using Options to Elicit Market Beliefs about Mergers . [Internet] [Thesis]. Duke University; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10161/5669.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Borochin PA. Essays on Using Options to Elicit Market Beliefs about Mergers . [Thesis]. Duke University; 2011. Available from: http://hdl.handle.net/10161/5669

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

15. Chu, Kwun Lun. A front-fixing finite difference scheme for the valuation of American put option : convergence analysis.

Degree: 2015, Hong Kong University of Science and Technology

 American put option gives the holder the right to sell a unit of stock at prespecified strike price before or at maturity. Unlike the European… (more)

Subjects/Keywords: Options (Finance) ; Mathematical models ; Prices ; Convergence (Economics)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chu, K. L. (2015). A front-fixing finite difference scheme for the valuation of American put option : convergence analysis. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-80218 ; https://doi.org/10.14711/thesis-b1514926 ; http://repository.ust.hk/ir/bitstream/1783.1-80218/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chu, Kwun Lun. “A front-fixing finite difference scheme for the valuation of American put option : convergence analysis.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed January 18, 2020. http://repository.ust.hk/ir/Record/1783.1-80218 ; https://doi.org/10.14711/thesis-b1514926 ; http://repository.ust.hk/ir/bitstream/1783.1-80218/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chu, Kwun Lun. “A front-fixing finite difference scheme for the valuation of American put option : convergence analysis.” 2015. Web. 18 Jan 2020.

Vancouver:

Chu KL. A front-fixing finite difference scheme for the valuation of American put option : convergence analysis. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2020 Jan 18]. Available from: http://repository.ust.hk/ir/Record/1783.1-80218 ; https://doi.org/10.14711/thesis-b1514926 ; http://repository.ust.hk/ir/bitstream/1783.1-80218/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chu KL. A front-fixing finite difference scheme for the valuation of American put option : convergence analysis. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: http://repository.ust.hk/ir/Record/1783.1-80218 ; https://doi.org/10.14711/thesis-b1514926 ; http://repository.ust.hk/ir/bitstream/1783.1-80218/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

16. Zhu, Cai. Stochastic skewness and index put option returns.

Degree: 2016, Hong Kong University of Science and Technology

 In the option pricing literature, many researchers have focused on information contained in stochastic volatility, such as the CBOE VIX index and its risk premium.… (more)

Subjects/Keywords: Options (Finance) ; Prices ; Mathematical models ; Pricing

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhu, C. (2016). Stochastic skewness and index put option returns. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-87049 ; https://doi.org/10.14711/thesis-b1628025 ; http://repository.ust.hk/ir/bitstream/1783.1-87049/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhu, Cai. “Stochastic skewness and index put option returns.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed January 18, 2020. http://repository.ust.hk/ir/Record/1783.1-87049 ; https://doi.org/10.14711/thesis-b1628025 ; http://repository.ust.hk/ir/bitstream/1783.1-87049/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhu, Cai. “Stochastic skewness and index put option returns.” 2016. Web. 18 Jan 2020.

Vancouver:

Zhu C. Stochastic skewness and index put option returns. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2020 Jan 18]. Available from: http://repository.ust.hk/ir/Record/1783.1-87049 ; https://doi.org/10.14711/thesis-b1628025 ; http://repository.ust.hk/ir/bitstream/1783.1-87049/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhu C. Stochastic skewness and index put option returns. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-87049 ; https://doi.org/10.14711/thesis-b1628025 ; http://repository.ust.hk/ir/bitstream/1783.1-87049/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Urbana-Champaign

17. Risik, Elizabeth A. Three essays in empirical finance.

Degree: PhD, 0075, 2010, University of Illinois – Urbana-Champaign

 In the first chapter of this dissertation, entitled ???Signaling and Value Creation in Mergers,??? I analyze the acquirers in both withdrawn and completed merger deals… (more)

Subjects/Keywords: Mergers; Options; Mutual Funds; Corporate Finance; Behavioral Finance; Signaling

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Risik, E. A. (2010). Three essays in empirical finance. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/16777

Chicago Manual of Style (16th Edition):

Risik, Elizabeth A. “Three essays in empirical finance.” 2010. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 18, 2020. http://hdl.handle.net/2142/16777.

MLA Handbook (7th Edition):

Risik, Elizabeth A. “Three essays in empirical finance.” 2010. Web. 18 Jan 2020.

Vancouver:

Risik EA. Three essays in empirical finance. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2010. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2142/16777.

Council of Science Editors:

Risik EA. Three essays in empirical finance. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2010. Available from: http://hdl.handle.net/2142/16777


Ryerson University

18. Rahsepar, Massoome. Hedging and Pricing in Non-probabilistic Models with Transaction Costs.

Degree: 2011, Ryerson University

 This thesis extends a non probabilistic market model proposed by Britten-Jones and Neuberger by incorporating transaction costs into their model. The original model is of… (more)

Subjects/Keywords: Options (Finance)  – Mathematical models; Options (Finance)  – Prices  – Mathematical models; Hedging (Finance)  – Mathematical models; Arbitrage  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Rahsepar, M. (2011). Hedging and Pricing in Non-probabilistic Models with Transaction Costs. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A2157

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rahsepar, Massoome. “Hedging and Pricing in Non-probabilistic Models with Transaction Costs.” 2011. Thesis, Ryerson University. Accessed January 18, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A2157.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rahsepar, Massoome. “Hedging and Pricing in Non-probabilistic Models with Transaction Costs.” 2011. Web. 18 Jan 2020.

Vancouver:

Rahsepar M. Hedging and Pricing in Non-probabilistic Models with Transaction Costs. [Internet] [Thesis]. Ryerson University; 2011. [cited 2020 Jan 18]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A2157.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rahsepar M. Hedging and Pricing in Non-probabilistic Models with Transaction Costs. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A2157

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Ryerson University

19. Rahsepar, Massoome. Hedging and pricing in non-probabliistic models with transaction costs.

Degree: 2011, Ryerson University

 This thesis extends a non probabilistic market model proposed by Britten-Jones and Neuberger by incorporating transaction costs into their model. The original model is of… (more)

Subjects/Keywords: Options (Finance)|xMathematical models.; Options (Finance)|xPrices|xMathematical models.; Hedging (Finance)|xMathematical models.; Arbitrage|xMathematical models.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Rahsepar, M. (2011). Hedging and pricing in non-probabliistic models with transaction costs. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A6111

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rahsepar, Massoome. “Hedging and pricing in non-probabliistic models with transaction costs.” 2011. Thesis, Ryerson University. Accessed January 18, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A6111.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rahsepar, Massoome. “Hedging and pricing in non-probabliistic models with transaction costs.” 2011. Web. 18 Jan 2020.

Vancouver:

Rahsepar M. Hedging and pricing in non-probabliistic models with transaction costs. [Internet] [Thesis]. Ryerson University; 2011. [cited 2020 Jan 18]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A6111.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rahsepar M. Hedging and pricing in non-probabliistic models with transaction costs. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A6111

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Ryerson University

20. Klyueva, Ekaterina. Pricing and hedging tools for spread option contracts.

Degree: 2014, Ryerson University

 This thesis examines the problem of pricing and hedging spread options under market models with jumps driven by a Compound Poisson Process. Extending the work… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models; Hedging (Finance)  – Mathematical models; Finance  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Klyueva, E. (2014). Pricing and hedging tools for spread option contracts. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A3503

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Klyueva, Ekaterina. “Pricing and hedging tools for spread option contracts.” 2014. Thesis, Ryerson University. Accessed January 18, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A3503.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Klyueva, Ekaterina. “Pricing and hedging tools for spread option contracts.” 2014. Web. 18 Jan 2020.

Vancouver:

Klyueva E. Pricing and hedging tools for spread option contracts. [Internet] [Thesis]. Ryerson University; 2014. [cited 2020 Jan 18]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A3503.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Klyueva E. Pricing and hedging tools for spread option contracts. [Thesis]. Ryerson University; 2014. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A3503

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Stellenbosch University

21. West, Lydia. American Monte Carlo option pricing under pure jump levy models.

Degree: MSc, Mathematical Sciences, 2013, Stellenbosch University

ENGLISH ABSTRACT: We study Monte Carlo methods for pricing American options where the stock price dynamics follow exponential pure jump L évy models. Only stock… (more)

Subjects/Keywords: Mathematics; Options (Finance)  – Prices  – United States; Levy processes; Options (Finance)  – Prices  – Mathematical models; Monte Carlo method

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

West, L. (2013). American Monte Carlo option pricing under pure jump levy models. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/79994

Chicago Manual of Style (16th Edition):

West, Lydia. “American Monte Carlo option pricing under pure jump levy models.” 2013. Masters Thesis, Stellenbosch University. Accessed January 18, 2020. http://hdl.handle.net/10019.1/79994.

MLA Handbook (7th Edition):

West, Lydia. “American Monte Carlo option pricing under pure jump levy models.” 2013. Web. 18 Jan 2020.

Vancouver:

West L. American Monte Carlo option pricing under pure jump levy models. [Internet] [Masters thesis]. Stellenbosch University; 2013. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10019.1/79994.

Council of Science Editors:

West L. American Monte Carlo option pricing under pure jump levy models. [Masters Thesis]. Stellenbosch University; 2013. Available from: http://hdl.handle.net/10019.1/79994


Hong Kong University of Science and Technology

22. Lau, Hon Cheong. Pricing and characterization of American options of two assets.

Degree: 1997, Hong Kong University of Science and Technology

 This paper is to investigate the pricing and characterization of the American options of two assets. A common numerical procedure of finding the value of… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models ; Options (Finance)  – United States

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lau, H. C. (1997). Pricing and characterization of American options of two assets. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-5062 ; https://doi.org/10.14711/thesis-b564579 ; http://repository.ust.hk/ir/bitstream/1783.1-5062/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lau, Hon Cheong. “Pricing and characterization of American options of two assets.” 1997. Thesis, Hong Kong University of Science and Technology. Accessed January 18, 2020. http://repository.ust.hk/ir/Record/1783.1-5062 ; https://doi.org/10.14711/thesis-b564579 ; http://repository.ust.hk/ir/bitstream/1783.1-5062/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lau, Hon Cheong. “Pricing and characterization of American options of two assets.” 1997. Web. 18 Jan 2020.

Vancouver:

Lau HC. Pricing and characterization of American options of two assets. [Internet] [Thesis]. Hong Kong University of Science and Technology; 1997. [cited 2020 Jan 18]. Available from: http://repository.ust.hk/ir/Record/1783.1-5062 ; https://doi.org/10.14711/thesis-b564579 ; http://repository.ust.hk/ir/bitstream/1783.1-5062/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lau HC. Pricing and characterization of American options of two assets. [Thesis]. Hong Kong University of Science and Technology; 1997. Available from: http://repository.ust.hk/ir/Record/1783.1-5062 ; https://doi.org/10.14711/thesis-b564579 ; http://repository.ust.hk/ir/bitstream/1783.1-5062/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

23. Fernandes, Anthony Mario Agnelo. Lookback spread options.

Degree: 2000, Hong Kong University of Science and Technology

 The rapid development of new generations of risk-management products reflects a logical market response to a number of factors, the central issue among them being… (more)

Subjects/Keywords: Options (Finance)  – Mathematical models ; Options (Finance)  – Prices  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fernandes, A. M. A. (2000). Lookback spread options. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-5105 ; https://doi.org/10.14711/thesis-b688785 ; http://repository.ust.hk/ir/bitstream/1783.1-5105/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fernandes, Anthony Mario Agnelo. “Lookback spread options.” 2000. Thesis, Hong Kong University of Science and Technology. Accessed January 18, 2020. http://repository.ust.hk/ir/Record/1783.1-5105 ; https://doi.org/10.14711/thesis-b688785 ; http://repository.ust.hk/ir/bitstream/1783.1-5105/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fernandes, Anthony Mario Agnelo. “Lookback spread options.” 2000. Web. 18 Jan 2020.

Vancouver:

Fernandes AMA. Lookback spread options. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2000. [cited 2020 Jan 18]. Available from: http://repository.ust.hk/ir/Record/1783.1-5105 ; https://doi.org/10.14711/thesis-b688785 ; http://repository.ust.hk/ir/bitstream/1783.1-5105/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fernandes AMA. Lookback spread options. [Thesis]. Hong Kong University of Science and Technology; 2000. Available from: http://repository.ust.hk/ir/Record/1783.1-5105 ; https://doi.org/10.14711/thesis-b688785 ; http://repository.ust.hk/ir/bitstream/1783.1-5105/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

24. Wong, Him Ting. Options with combined Asian and barrier features.

Degree: 2000, Hong Kong University of Science and Technology

 By using Girsanov theorem and introducing of new variables, the price of discrete monitoring Asian barrier option of different types can be expressed by a… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models ; Options (Finance)  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wong, H. T. (2000). Options with combined Asian and barrier features. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-5109 ; https://doi.org/10.14711/thesis-b688794 ; http://repository.ust.hk/ir/bitstream/1783.1-5109/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wong, Him Ting. “Options with combined Asian and barrier features.” 2000. Thesis, Hong Kong University of Science and Technology. Accessed January 18, 2020. http://repository.ust.hk/ir/Record/1783.1-5109 ; https://doi.org/10.14711/thesis-b688794 ; http://repository.ust.hk/ir/bitstream/1783.1-5109/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wong, Him Ting. “Options with combined Asian and barrier features.” 2000. Web. 18 Jan 2020.

Vancouver:

Wong HT. Options with combined Asian and barrier features. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2000. [cited 2020 Jan 18]. Available from: http://repository.ust.hk/ir/Record/1783.1-5109 ; https://doi.org/10.14711/thesis-b688794 ; http://repository.ust.hk/ir/bitstream/1783.1-5109/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wong HT. Options with combined Asian and barrier features. [Thesis]. Hong Kong University of Science and Technology; 2000. Available from: http://repository.ust.hk/ir/Record/1783.1-5109 ; https://doi.org/10.14711/thesis-b688794 ; http://repository.ust.hk/ir/bitstream/1783.1-5109/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Ryerson University

25. Nicholls, Nolan. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.

Degree: 2016, Ryerson University

 We compare three different dynamic hedging strategies for the purchase or sale of a bundle of European options to profit from volatility arbitrage. The investor… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models.; Arbitrage  – Mathematical models.; Hedging (Finance)  – Mathematical models.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nicholls, N. (2016). Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A5707

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nicholls, Nolan. “Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.” 2016. Thesis, Ryerson University. Accessed January 18, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A5707.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nicholls, Nolan. “Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.” 2016. Web. 18 Jan 2020.

Vancouver:

Nicholls N. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. [Internet] [Thesis]. Ryerson University; 2016. [cited 2020 Jan 18]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A5707.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nicholls N. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. [Thesis]. Ryerson University; 2016. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A5707

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Rhodes University

26. Glover, Elistan Nicholas. Analytic pricing of American put options.

Degree: Faculty of Science, Statistics, 2009, Rhodes University

 American options are the most commonly traded financial derivatives in the market. Pricing these options fairly, so as to avoid arbitrage, is of paramount importance.… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models; Derivative securities  – Prices  – Mathematical models; Finance  – Mathematical models; Martingales (Mathematics)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Glover, E. N. (2009). Analytic pricing of American put options. (Thesis). Rhodes University. Retrieved from http://hdl.handle.net/10962/d1002804

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Glover, Elistan Nicholas. “Analytic pricing of American put options.” 2009. Thesis, Rhodes University. Accessed January 18, 2020. http://hdl.handle.net/10962/d1002804.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Glover, Elistan Nicholas. “Analytic pricing of American put options.” 2009. Web. 18 Jan 2020.

Vancouver:

Glover EN. Analytic pricing of American put options. [Internet] [Thesis]. Rhodes University; 2009. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10962/d1002804.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Glover EN. Analytic pricing of American put options. [Thesis]. Rhodes University; 2009. Available from: http://hdl.handle.net/10962/d1002804

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

27. Gao, Yanhui. Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model.

Degree: 2012, Hong Kong University of Science and Technology

 The thesis consists of three parts. In the first part, we establish a dual-curve market model. The new model accounts for the evolution of interest… (more)

Subjects/Keywords: Interest rates  – Mathematical models ; Inflation (Finance)  – Mathematical models ; Options (Finance)  – Prices  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gao, Y. (2012). Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-7699 ; https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gao, Yanhui. “Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model.” 2012. Thesis, Hong Kong University of Science and Technology. Accessed January 18, 2020. http://repository.ust.hk/ir/Record/1783.1-7699 ; https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gao, Yanhui. “Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model.” 2012. Web. 18 Jan 2020.

Vancouver:

Gao Y. Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2012. [cited 2020 Jan 18]. Available from: http://repository.ust.hk/ir/Record/1783.1-7699 ; https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gao Y. Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model. [Thesis]. Hong Kong University of Science and Technology; 2012. Available from: http://repository.ust.hk/ir/Record/1783.1-7699 ; https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Temple University

28. Zhang, Xiaotian. THE EFFECTS OF FLEXIBILITY AND GOVERNANCE ON OUTSOURCING.

Degree: PhD, 2008, Temple University

Business Administration

Outsourcing became an important corporate strategic issue and part of the business lexicon since the 1980s. Existing studies on outsourcing mostly focus on… (more)

Subjects/Keywords: Business Administration, General; Economics, Finance; Outsourcing; Real options; Flexibility; Governance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhang, X. (2008). THE EFFECTS OF FLEXIBILITY AND GOVERNANCE ON OUTSOURCING. (Doctoral Dissertation). Temple University. Retrieved from http://digital.library.temple.edu/u?/p245801coll10,16431

Chicago Manual of Style (16th Edition):

Zhang, Xiaotian. “THE EFFECTS OF FLEXIBILITY AND GOVERNANCE ON OUTSOURCING.” 2008. Doctoral Dissertation, Temple University. Accessed January 18, 2020. http://digital.library.temple.edu/u?/p245801coll10,16431.

MLA Handbook (7th Edition):

Zhang, Xiaotian. “THE EFFECTS OF FLEXIBILITY AND GOVERNANCE ON OUTSOURCING.” 2008. Web. 18 Jan 2020.

Vancouver:

Zhang X. THE EFFECTS OF FLEXIBILITY AND GOVERNANCE ON OUTSOURCING. [Internet] [Doctoral dissertation]. Temple University; 2008. [cited 2020 Jan 18]. Available from: http://digital.library.temple.edu/u?/p245801coll10,16431.

Council of Science Editors:

Zhang X. THE EFFECTS OF FLEXIBILITY AND GOVERNANCE ON OUTSOURCING. [Doctoral Dissertation]. Temple University; 2008. Available from: http://digital.library.temple.edu/u?/p245801coll10,16431


Texas A&M University

29. Boonchanta, Napon. A Tool for the Analysis of Real Options in Sustainability Improvement Projects.

Degree: 2012, Texas A&M University

 The major challenges in sustainable implementation are the financial issue and uncertainties. The traditional financial budgeting approach that is commonly used to evaluate sustainable projects… (more)

Subjects/Keywords: Real options; Sustainability improvement projects; Sustainable development; Project finance; Risk management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Boonchanta, N. (2012). A Tool for the Analysis of Real Options in Sustainability Improvement Projects. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11743

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Boonchanta, Napon. “A Tool for the Analysis of Real Options in Sustainability Improvement Projects.” 2012. Thesis, Texas A&M University. Accessed January 18, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11743.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Boonchanta, Napon. “A Tool for the Analysis of Real Options in Sustainability Improvement Projects.” 2012. Web. 18 Jan 2020.

Vancouver:

Boonchanta N. A Tool for the Analysis of Real Options in Sustainability Improvement Projects. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11743.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Boonchanta N. A Tool for the Analysis of Real Options in Sustainability Improvement Projects. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11743

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

30. 卢杰君; Lu, Jiejun. Hidden Markovian regime-switching models for pricing and investment in financial markets.

Degree: M. Phil., 2017, University of Hong Kong

Option valuation and asset allocation are important and practically relevant problems to financial markets. Incorporation of the impact of regime shifts on asset prices is… (more)

Subjects/Keywords: Markov processes; Prices - Options (Finance) - Mathematical models; Asset allocation - Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

卢杰君; Lu, J. (2017). Hidden Markovian regime-switching models for pricing and investment in financial markets. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249848

Chicago Manual of Style (16th Edition):

卢杰君; Lu, Jiejun. “Hidden Markovian regime-switching models for pricing and investment in financial markets.” 2017. Masters Thesis, University of Hong Kong. Accessed January 18, 2020. http://hdl.handle.net/10722/249848.

MLA Handbook (7th Edition):

卢杰君; Lu, Jiejun. “Hidden Markovian regime-switching models for pricing and investment in financial markets.” 2017. Web. 18 Jan 2020.

Vancouver:

卢杰君; Lu J. Hidden Markovian regime-switching models for pricing and investment in financial markets. [Internet] [Masters thesis]. University of Hong Kong; 2017. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10722/249848.

Council of Science Editors:

卢杰君; Lu J. Hidden Markovian regime-switching models for pricing and investment in financial markets. [Masters Thesis]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249848

[1] [2] [3] [4] [5] [6] [7] [8]

.