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You searched for subject:(Options). Showing records 1 – 30 of 989 total matches.

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Università della Svizzera italiana

1. Vedolin, Andrea Claudia. Essays in asset pricing.

Degree: 2010, Università della Svizzera italiana

 My dissertation aims at understanding the impact of uncertainty and disagreement on asset prices. It contains three main chapters. Chapter One gives a general introduction… (more)

Subjects/Keywords: Options

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

APA (6th Edition):

Vedolin, A. C. (2010). Essays in asset pricing. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/27139

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):

Vedolin, Andrea Claudia. “Essays in asset pricing.” 2010. Thesis, Università della Svizzera italiana. Accessed September 25, 2017. http://doc.rero.ch/record/27139.

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

MLA Handbook (7th Edition):

Vedolin, Andrea Claudia. “Essays in asset pricing.” 2010. Web. 25 Sep 2017.

Vancouver:

Vedolin AC. Essays in asset pricing. [Internet] [Thesis]. Università della Svizzera italiana; 2010. [cited 2017 Sep 25]. Available from: http://doc.rero.ch/record/27139.

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

Council of Science Editors:

Vedolin AC. Essays in asset pricing. [Thesis]. Università della Svizzera italiana; 2010. Available from: http://doc.rero.ch/record/27139

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


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.

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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 September 25, 2017. 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. 25 Sep 2017.

Vancouver:

Ziveyi J. The evaluation of early exercise exotic options. [Internet] [Thesis]. University of Technology, Sydney; 2011. [cited 2017 Sep 25]. 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 Hong Kong

3. 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)

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APA (6th Edition):

Ge, L. (2015). Informational content of options trading on equity returns and corporate events. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/211131

Chicago Manual of Style (16th Edition):

Ge, Li. “Informational content of options trading on equity returns and corporate events.” 2015. Doctoral Dissertation, University of Hong Kong. Accessed September 25, 2017. http://hdl.handle.net/10722/211131.

MLA Handbook (7th Edition):

Ge, Li. “Informational content of options trading on equity returns and corporate events.” 2015. Web. 25 Sep 2017.

Vancouver:

Ge L. Informational content of options trading on equity returns and corporate events. [Internet] [Doctoral dissertation]. University of Hong Kong; 2015. [cited 2017 Sep 25]. Available from: http://hdl.handle.net/10722/211131.

Council of Science Editors:

Ge L. Informational content of options trading on equity returns and corporate events. [Doctoral Dissertation]. University of Hong Kong; 2015. Available from: http://hdl.handle.net/10722/211131


Rochester Institute of Technology

4. Xu, Binyi. A Strategy of Maximizing Profit in the Long Run Using the Concept of Kelly’s Criterion.

Degree: MS, School of Mathematical Sciences (COS), 2017, Rochester Institute of Technology

  One of the fundamental problems of portfolio theory is how to rationally optimize the portfolio using diversification. In practice, maximizing the short term interest… (more)

Subjects/Keywords: Kelly's criterion; Options

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APA (6th Edition):

Xu, B. (2017). A Strategy of Maximizing Profit in the Long Run Using the Concept of Kelly’s Criterion. (Masters Thesis). Rochester Institute of Technology. Retrieved from http://scholarworks.rit.edu/theses/9403

Chicago Manual of Style (16th Edition):

Xu, Binyi. “A Strategy of Maximizing Profit in the Long Run Using the Concept of Kelly’s Criterion.” 2017. Masters Thesis, Rochester Institute of Technology. Accessed September 25, 2017. http://scholarworks.rit.edu/theses/9403.

MLA Handbook (7th Edition):

Xu, Binyi. “A Strategy of Maximizing Profit in the Long Run Using the Concept of Kelly’s Criterion.” 2017. Web. 25 Sep 2017.

Vancouver:

Xu B. A Strategy of Maximizing Profit in the Long Run Using the Concept of Kelly’s Criterion. [Internet] [Masters thesis]. Rochester Institute of Technology; 2017. [cited 2017 Sep 25]. Available from: http://scholarworks.rit.edu/theses/9403.

Council of Science Editors:

Xu B. A Strategy of Maximizing Profit in the Long Run Using the Concept of Kelly’s Criterion. [Masters Thesis]. Rochester Institute of Technology; 2017. Available from: http://scholarworks.rit.edu/theses/9403


University of Pretoria

5. [No author]. The pricing of commodity raw materials to the South African gold mining industry .

Degree: 2010, University of Pretoria

 The object of government is the welfare of the people – Theodore Roosevelt Commodity prices in the South African economy has become a topic of… (more)

Subjects/Keywords: UCTD; Commodity options

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APA (6th Edition):

author], [. (2010). The pricing of commodity raw materials to the South African gold mining industry . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-03202010-180320/

Chicago Manual of Style (16th Edition):

author], [No. “The pricing of commodity raw materials to the South African gold mining industry .” 2010. Masters Thesis, University of Pretoria. Accessed September 25, 2017. http://upetd.up.ac.za/thesis/available/etd-03202010-180320/.

MLA Handbook (7th Edition):

author], [No. “The pricing of commodity raw materials to the South African gold mining industry .” 2010. Web. 25 Sep 2017.

Vancouver:

author] [. The pricing of commodity raw materials to the South African gold mining industry . [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2017 Sep 25]. Available from: http://upetd.up.ac.za/thesis/available/etd-03202010-180320/.

Council of Science Editors:

author] [. The pricing of commodity raw materials to the South African gold mining industry . [Masters Thesis]. University of Pretoria; 2010. Available from: http://upetd.up.ac.za/thesis/available/etd-03202010-180320/

6. Ben Flah, Inès. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts.

Degree: Docteur es, Sciences de gestion, 2011, Aix-Marseille 3

Cette thèse s'intéresse à montrer l'intérêt aussi bien conceptuel qu'empirique de l'approche optionnelle de l'évaluation et du timing des projets de fusions-acquisitions. Pour ce faire,… (more)

Subjects/Keywords: Fusions-acquisitions; Options réelles; Évaluation; Timing; Options simples; Options composées multi-séquentielles; Mergers and acquisitions; Real options; Valuation; Timing; Simple options; Multi-phased compound options; 650; 330

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APA (6th Edition):

Ben Flah, I. (2011). Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts. (Doctoral Dissertation). Aix-Marseille 3. Retrieved from http://www.theses.fr/2011AIX32081

Chicago Manual of Style (16th Edition):

Ben Flah, Inès. “Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts.” 2011. Doctoral Dissertation, Aix-Marseille 3. Accessed September 25, 2017. http://www.theses.fr/2011AIX32081.

MLA Handbook (7th Edition):

Ben Flah, Inès. “Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts.” 2011. Web. 25 Sep 2017.

Vancouver:

Ben Flah I. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts. [Internet] [Doctoral dissertation]. Aix-Marseille 3; 2011. [cited 2017 Sep 25]. Available from: http://www.theses.fr/2011AIX32081.

Council of Science Editors:

Ben Flah I. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts. [Doctoral Dissertation]. Aix-Marseille 3; 2011. Available from: http://www.theses.fr/2011AIX32081


The Ohio State University

7. Kensinger, John W. Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger.

Degree: PhD, Graduate School, 1982, The Ohio State University

Subjects/Keywords: Economics; Options

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APA (6th Edition):

Kensinger, J. W. (1982). Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943

Chicago Manual of Style (16th Edition):

Kensinger, John W. “Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger.” 1982. Doctoral Dissertation, The Ohio State University. Accessed September 25, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943.

MLA Handbook (7th Edition):

Kensinger, John W. “Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger.” 1982. Web. 25 Sep 2017.

Vancouver:

Kensinger JW. Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger. [Internet] [Doctoral dissertation]. The Ohio State University; 1982. [cited 2017 Sep 25]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943.

Council of Science Editors:

Kensinger JW. Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger. [Doctoral Dissertation]. The Ohio State University; 1982. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943


Cornell University

8. Hsieh, Peilin. Three Essays On Volatility .

Degree: 2013, Cornell University

 My dissertation focuses on economic studying of volatility issues. Three essays are contained in my dissertation. Essay 1 extends a microstructure model to explain the… (more)

Subjects/Keywords: Volatility; Implied Volatility; Options

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APA (6th Edition):

Hsieh, P. (2013). Three Essays On Volatility . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/34067

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):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Thesis, Cornell University. Accessed September 25, 2017. http://hdl.handle.net/1813/34067.

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

MLA Handbook (7th Edition):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Web. 25 Sep 2017.

Vancouver:

Hsieh P. Three Essays On Volatility . [Internet] [Thesis]. Cornell University; 2013. [cited 2017 Sep 25]. Available from: http://hdl.handle.net/1813/34067.

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

Council of Science Editors:

Hsieh P. Three Essays On Volatility . [Thesis]. Cornell University; 2013. Available from: http://hdl.handle.net/1813/34067

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


University of Georgia

9. Grovenstein, Robert A. Urban land values and real options.

Degree: PhD, Business Administration, 2003, University of Georgia

 Vacant urban land exists in major metropolitan areas and begs the question, “why has the property never been developed.” The purpose of this dissertation is… (more)

Subjects/Keywords: Real options

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APA (6th Edition):

Grovenstein, R. A. (2003). Urban land values and real options. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/grovenstein_robert_a_200305_phd

Chicago Manual of Style (16th Edition):

Grovenstein, Robert A. “Urban land values and real options.” 2003. Doctoral Dissertation, University of Georgia. Accessed September 25, 2017. http://purl.galileo.usg.edu/uga_etd/grovenstein_robert_a_200305_phd.

MLA Handbook (7th Edition):

Grovenstein, Robert A. “Urban land values and real options.” 2003. Web. 25 Sep 2017.

Vancouver:

Grovenstein RA. Urban land values and real options. [Internet] [Doctoral dissertation]. University of Georgia; 2003. [cited 2017 Sep 25]. Available from: http://purl.galileo.usg.edu/uga_etd/grovenstein_robert_a_200305_phd.

Council of Science Editors:

Grovenstein RA. Urban land values and real options. [Doctoral Dissertation]. University of Georgia; 2003. Available from: http://purl.galileo.usg.edu/uga_etd/grovenstein_robert_a_200305_phd


University of Alberta

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

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

Subjects/Keywords: Options (Finance)

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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 September 25, 2017. https://era.library.ualberta.ca/files/37720f76m.

MLA Handbook (7th Edition):

Cyr, Donald A. “Option pricing: theoretical and empirical issues.” 1992. Web. 25 Sep 2017.

Vancouver:

Cyr DA. Option pricing: theoretical and empirical issues. [Internet] [Doctoral dissertation]. University of Alberta; 1992. [cited 2017 Sep 25]. 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


Montana Tech

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

Degree: MBA, 1973, Montana Tech

Subjects/Keywords: Options (Finance)

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APA (6th Edition):

Edwards, W. W. (1973). Use of calls for the investor with limited capital. (Thesis). Montana Tech. Retrieved from http://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 September 25, 2017. http://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. 25 Sep 2017.

Vancouver:

Edwards WW. Use of calls for the investor with limited capital. [Internet] [Thesis]. Montana Tech; 1973. [cited 2017 Sep 25]. Available from: http://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: http://scholarworks.umt.edu/etd/5900

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


University of Johannesburg

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

Degree: 2012, University of Johannesburg

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

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

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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 September 25, 2017. 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. 25 Sep 2017.

Vancouver:

Zittlau FE. Option pricing and risk management . [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2017 Sep 25]. 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


Euskal Herriko Unibertsitatea / Universidad del País Vasco

13. González-Eguino, Mikel. Optimal Investment in Energy Efficiency under Uncertainty .

Degree: 2009, Euskal Herriko Unibertsitatea / Universidad del País Vasco

 This paper deals with the optimal time to invest in an energy efficiency improvement. There is a broad consensus that such investments quickly pay for… (more)

Subjects/Keywords: energy efficiency; real options

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APA (6th Edition):

González-Eguino, M. (2009). Optimal Investment in Energy Efficiency under Uncertainty . (Thesis). Euskal Herriko Unibertsitatea / Universidad del País Vasco. Retrieved from http://hdl.handle.net/10810/14202

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):

González-Eguino, Mikel. “Optimal Investment in Energy Efficiency under Uncertainty .” 2009. Thesis, Euskal Herriko Unibertsitatea / Universidad del País Vasco. Accessed September 25, 2017. http://hdl.handle.net/10810/14202.

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

MLA Handbook (7th Edition):

González-Eguino, Mikel. “Optimal Investment in Energy Efficiency under Uncertainty .” 2009. Web. 25 Sep 2017.

Vancouver:

González-Eguino M. Optimal Investment in Energy Efficiency under Uncertainty . [Internet] [Thesis]. Euskal Herriko Unibertsitatea / Universidad del País Vasco; 2009. [cited 2017 Sep 25]. Available from: http://hdl.handle.net/10810/14202.

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

Council of Science Editors:

González-Eguino M. Optimal Investment in Energy Efficiency under Uncertainty . [Thesis]. Euskal Herriko Unibertsitatea / Universidad del País Vasco; 2009. Available from: http://hdl.handle.net/10810/14202

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


University of Hong Kong

14. 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: Options (Finance); Short selling; Stocks

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APA (6th Edition):

Lu, X. (2014). Analysts, options trading and equity short selling. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/206666

Chicago Manual of Style (16th Edition):

Lu, Xiaolong. “Analysts, options trading and equity short selling.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed September 25, 2017. http://hdl.handle.net/10722/206666.

MLA Handbook (7th Edition):

Lu, Xiaolong. “Analysts, options trading and equity short selling.” 2014. Web. 25 Sep 2017.

Vancouver:

Lu X. Analysts, options trading and equity short selling. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2017 Sep 25]. Available from: http://hdl.handle.net/10722/206666.

Council of Science Editors:

Lu X. Analysts, options trading and equity short selling. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/206666


University of Waterloo

15. Kurehira, Hisatoshi. An Investment Decision under the Clean Development Mechanism: A Real Options Approach.

Degree: 2009, University of Waterloo

 One of the main challenges that investors in the Clean Development Mechanism (CDM) project face is the management of the volatility of the price of… (more)

Subjects/Keywords: Clean Development Mechanism; Real Options

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APA (6th Edition):

Kurehira, H. (2009). An Investment Decision under the Clean Development Mechanism: A Real Options Approach. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/4697

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):

Kurehira, Hisatoshi. “An Investment Decision under the Clean Development Mechanism: A Real Options Approach.” 2009. Thesis, University of Waterloo. Accessed September 25, 2017. http://hdl.handle.net/10012/4697.

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

MLA Handbook (7th Edition):

Kurehira, Hisatoshi. “An Investment Decision under the Clean Development Mechanism: A Real Options Approach.” 2009. Web. 25 Sep 2017.

Vancouver:

Kurehira H. An Investment Decision under the Clean Development Mechanism: A Real Options Approach. [Internet] [Thesis]. University of Waterloo; 2009. [cited 2017 Sep 25]. Available from: http://hdl.handle.net/10012/4697.

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

Council of Science Editors:

Kurehira H. An Investment Decision under the Clean Development Mechanism: A Real Options Approach. [Thesis]. University of Waterloo; 2009. Available from: http://hdl.handle.net/10012/4697

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


University of Waterloo

16. Wang, Qian. Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy.

Degree: 2011, University of Waterloo

 A risky project evaluation technique called the fuzzy real options analysis is developed to evaluate brownfield redevelopment projects. Other decision making techniques, such as multiple… (more)

Subjects/Keywords: Brownfield Redevelopment; Real Options Analysis

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APA (6th Edition):

Wang, Q. (2011). Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/5948

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):

Wang, Qian. “Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy.” 2011. Thesis, University of Waterloo. Accessed September 25, 2017. http://hdl.handle.net/10012/5948.

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

MLA Handbook (7th Edition):

Wang, Qian. “Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy.” 2011. Web. 25 Sep 2017.

Vancouver:

Wang Q. Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy. [Internet] [Thesis]. University of Waterloo; 2011. [cited 2017 Sep 25]. Available from: http://hdl.handle.net/10012/5948.

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

Council of Science Editors:

Wang Q. Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy. [Thesis]. University of Waterloo; 2011. Available from: http://hdl.handle.net/10012/5948

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


University of Michigan

17. Linn, Matthew P. Risk and Return in Equity and Options Markets.

Degree: PhD, Business Administration, 2015, University of Michigan

 While theory can tell us about the relationship between prices of risk in options and equity markets within the context of a specific model, what… (more)

Subjects/Keywords: Options; Finance; Business and Economics

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APA (6th Edition):

Linn, M. P. (2015). Risk and Return in Equity and Options Markets. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/113552

Chicago Manual of Style (16th Edition):

Linn, Matthew P. “Risk and Return in Equity and Options Markets.” 2015. Doctoral Dissertation, University of Michigan. Accessed September 25, 2017. http://hdl.handle.net/2027.42/113552.

MLA Handbook (7th Edition):

Linn, Matthew P. “Risk and Return in Equity and Options Markets.” 2015. Web. 25 Sep 2017.

Vancouver:

Linn MP. Risk and Return in Equity and Options Markets. [Internet] [Doctoral dissertation]. University of Michigan; 2015. [cited 2017 Sep 25]. Available from: http://hdl.handle.net/2027.42/113552.

Council of Science Editors:

Linn MP. Risk and Return in Equity and Options Markets. [Doctoral Dissertation]. University of Michigan; 2015. Available from: http://hdl.handle.net/2027.42/113552


University of New South Wales

18. Collins, Michael Alan. Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?.

Degree: Strategy & Entrepreneurship, 2009, University of New South Wales

 Despite the plethora of theoretical papers on real options, comparatively few papers test the predictions of real option theory empirically, and almost none directly examine… (more)

Subjects/Keywords: Investment decisions; Real options theory

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APA (6th Edition):

Collins, M. A. (2009). Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/43547

Chicago Manual of Style (16th Edition):

Collins, Michael Alan. “Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?.” 2009. Doctoral Dissertation, University of New South Wales. Accessed September 25, 2017. http://handle.unsw.edu.au/1959.4/43547.

MLA Handbook (7th Edition):

Collins, Michael Alan. “Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?.” 2009. Web. 25 Sep 2017.

Vancouver:

Collins MA. Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?. [Internet] [Doctoral dissertation]. University of New South Wales; 2009. [cited 2017 Sep 25]. Available from: http://handle.unsw.edu.au/1959.4/43547.

Council of Science Editors:

Collins MA. Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?. [Doctoral Dissertation]. University of New South Wales; 2009. Available from: http://handle.unsw.edu.au/1959.4/43547


Nanyang Technological University

19. Huang, Hua Mei. Equilibrium-based valuation of option prices in jump-diffusion models.

Degree: 2008, Nanyang Technological University

This thesis studies the use of general equilibrium approach in valuing contingent financial claims under jump-diffusion settings.

Subjects/Keywords: DRNTU::Business::Finance::Options

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

APA (6th Edition):

Huang, H. M. (2008). Equilibrium-based valuation of option prices in jump-diffusion models. (Thesis). Nanyang Technological University. Retrieved from http://hdl.handle.net/10356/41446

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):

Huang, Hua Mei. “Equilibrium-based valuation of option prices in jump-diffusion models. ” 2008. Thesis, Nanyang Technological University. Accessed September 25, 2017. http://hdl.handle.net/10356/41446.

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

MLA Handbook (7th Edition):

Huang, Hua Mei. “Equilibrium-based valuation of option prices in jump-diffusion models. ” 2008. Web. 25 Sep 2017.

Vancouver:

Huang HM. Equilibrium-based valuation of option prices in jump-diffusion models. [Internet] [Thesis]. Nanyang Technological University; 2008. [cited 2017 Sep 25]. Available from: http://hdl.handle.net/10356/41446.

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

Council of Science Editors:

Huang HM. Equilibrium-based valuation of option prices in jump-diffusion models. [Thesis]. Nanyang Technological University; 2008. Available from: http://hdl.handle.net/10356/41446

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


Université de Grenoble

20. Khoali, Youssef. Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility.

Degree: Docteur es, Sciences de gestion, 2012, Université de Grenoble

L'objectif de cette thèse est d'étudier les options journalières et hebdomadaires sur l'indice de marché néerlandais AEX introduites récemment par NYSE Euronext. Nous les considérons… (more)

Subjects/Keywords: Options journalières; NYSE Euronext; Indice AEX; Options hebdomadaires; Daily options; NYSE Euronext; AEX index; Weekly options

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

APA (6th Edition):

Khoali, Y. (2012). Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility. (Doctoral Dissertation). Université de Grenoble. Retrieved from http://www.theses.fr/2012GRENG010

Chicago Manual of Style (16th Edition):

Khoali, Youssef. “Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility.” 2012. Doctoral Dissertation, Université de Grenoble. Accessed September 25, 2017. http://www.theses.fr/2012GRENG010.

MLA Handbook (7th Edition):

Khoali, Youssef. “Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility.” 2012. Web. 25 Sep 2017.

Vancouver:

Khoali Y. Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility. [Internet] [Doctoral dissertation]. Université de Grenoble; 2012. [cited 2017 Sep 25]. Available from: http://www.theses.fr/2012GRENG010.

Council of Science Editors:

Khoali Y. Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility. [Doctoral Dissertation]. Université de Grenoble; 2012. Available from: http://www.theses.fr/2012GRENG010

21. Riffaud, Oana. Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support.

Degree: Docteur es, Sciences économiques, 2011, Université Nancy II

En France, la Loi n° 2006-739 du 28 juin 2006 prévoit le stockage réversible profond pour les déchets de haute et moyenne activité à vie… (more)

Subjects/Keywords: Réversibilité; Stockage géologique; Options réelles

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APA (6th Edition):

Riffaud, O. (2011). Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support. (Doctoral Dissertation). Université Nancy II. Retrieved from http://www.theses.fr/2011NAN20009

Chicago Manual of Style (16th Edition):

Riffaud, Oana. “Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support.” 2011. Doctoral Dissertation, Université Nancy II. Accessed September 25, 2017. http://www.theses.fr/2011NAN20009.

MLA Handbook (7th Edition):

Riffaud, Oana. “Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support.” 2011. Web. 25 Sep 2017.

Vancouver:

Riffaud O. Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support. [Internet] [Doctoral dissertation]. Université Nancy II; 2011. [cited 2017 Sep 25]. Available from: http://www.theses.fr/2011NAN20009.

Council of Science Editors:

Riffaud O. Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support. [Doctoral Dissertation]. Université Nancy II; 2011. Available from: http://www.theses.fr/2011NAN20009

22. Enow, Arrey Bhit. A STUDY OF CAPITAL STRUCTURE IN EXTREMELY DIFFERENT ENVIRONMENTS.

Degree: 2010, , School of Management

Capital structure is a term in financial economics that delineates the proportion that the various claimants have to the assets of the company. It… (more)

Subjects/Keywords: Capital structure; Cash options

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APA (6th Edition):

Enow, A. B. (2010). A STUDY OF CAPITAL STRUCTURE IN EXTREMELY DIFFERENT ENVIRONMENTS. (Thesis). , School of Management. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:bth-5622

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):

Enow, Arrey Bhit. “A STUDY OF CAPITAL STRUCTURE IN EXTREMELY DIFFERENT ENVIRONMENTS.” 2010. Thesis, , School of Management. Accessed September 25, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-5622.

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

MLA Handbook (7th Edition):

Enow, Arrey Bhit. “A STUDY OF CAPITAL STRUCTURE IN EXTREMELY DIFFERENT ENVIRONMENTS.” 2010. Web. 25 Sep 2017.

Vancouver:

Enow AB. A STUDY OF CAPITAL STRUCTURE IN EXTREMELY DIFFERENT ENVIRONMENTS. [Internet] [Thesis]. , School of Management; 2010. [cited 2017 Sep 25]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-5622.

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

Council of Science Editors:

Enow AB. A STUDY OF CAPITAL STRUCTURE IN EXTREMELY DIFFERENT ENVIRONMENTS. [Thesis]. , School of Management; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-5622

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

23. Zackrisson, Ella. Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool.

Degree: Mathematical Statistics, 2015, KTH

  This thesis empirically evaluates a geometric Brownian motion and a stochastic volatility model for modeling futures prices and hedging Asian call options on the… (more)

Subjects/Keywords: Hedging strategies; Asian Options; Electricity

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APA (6th Edition):

Zackrisson, E. (2015). Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168437

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):

Zackrisson, Ella. “Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool.” 2015. Thesis, KTH. Accessed September 25, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168437.

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

MLA Handbook (7th Edition):

Zackrisson, Ella. “Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool.” 2015. Web. 25 Sep 2017.

Vancouver:

Zackrisson E. Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool. [Internet] [Thesis]. KTH; 2015. [cited 2017 Sep 25]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168437.

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

Council of Science Editors:

Zackrisson E. Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool. [Thesis]. KTH; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168437

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


Delft University of Technology

24. Ruijter, M.J. Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :.

Degree: 2010, Delft University of Technology

 Financial options are contracts which define rights on stocks in a financial market. Real options arise in for example economical, personal or societal context. The… (more)

Subjects/Keywords: real options; fourier-cosine expansion

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APA (6th Edition):

Ruijter, M. J. (2010). Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:bb65e0da-386c-4f0e-941b-cb71463ec6f2

Chicago Manual of Style (16th Edition):

Ruijter, M J. “Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :.” 2010. Masters Thesis, Delft University of Technology. Accessed September 25, 2017. http://resolver.tudelft.nl/uuid:bb65e0da-386c-4f0e-941b-cb71463ec6f2.

MLA Handbook (7th Edition):

Ruijter, M J. “Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :.” 2010. Web. 25 Sep 2017.

Vancouver:

Ruijter MJ. Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :. [Internet] [Masters thesis]. Delft University of Technology; 2010. [cited 2017 Sep 25]. Available from: http://resolver.tudelft.nl/uuid:bb65e0da-386c-4f0e-941b-cb71463ec6f2.

Council of Science Editors:

Ruijter MJ. Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :. [Masters Thesis]. Delft University of Technology; 2010. Available from: http://resolver.tudelft.nl/uuid:bb65e0da-386c-4f0e-941b-cb71463ec6f2


Delft University of Technology

25. Moriakov, N. An application of Real Options to the valuation of an investment in electrical network:.

Degree: 2012, Delft University of Technology

 In the thesis it is shown how Real Options can be applied to the valuation of an investment in electrical network. The approach developed is… (more)

Subjects/Keywords: Real Options; riks; investment valuation

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APA (6th Edition):

Moriakov, N. (2012). An application of Real Options to the valuation of an investment in electrical network:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:e9a0ed78-1624-4610-8d96-3977c3116b20

Chicago Manual of Style (16th Edition):

Moriakov, N. “An application of Real Options to the valuation of an investment in electrical network:.” 2012. Masters Thesis, Delft University of Technology. Accessed September 25, 2017. http://resolver.tudelft.nl/uuid:e9a0ed78-1624-4610-8d96-3977c3116b20.

MLA Handbook (7th Edition):

Moriakov, N. “An application of Real Options to the valuation of an investment in electrical network:.” 2012. Web. 25 Sep 2017.

Vancouver:

Moriakov N. An application of Real Options to the valuation of an investment in electrical network:. [Internet] [Masters thesis]. Delft University of Technology; 2012. [cited 2017 Sep 25]. Available from: http://resolver.tudelft.nl/uuid:e9a0ed78-1624-4610-8d96-3977c3116b20.

Council of Science Editors:

Moriakov N. An application of Real Options to the valuation of an investment in electrical network:. [Masters Thesis]. Delft University of Technology; 2012. Available from: http://resolver.tudelft.nl/uuid:e9a0ed78-1624-4610-8d96-3977c3116b20

26. Ruas, João Pedro Bento. Three essays on the valuation of American-style options.

Degree: 2013, RCAAP

Doctor in Finance/ Classificação: G13

Esta tese aborda a avaliac¸ ˜ao de opc¸ ˜oes de estilo Americano, com e sem barreira, em tr ˆes artigos… (more)

Subjects/Keywords: American-style options; Barrier options; GBM model; CEV model; JDCEV model

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APA (6th Edition):

Ruas, J. P. B. (2013). Three essays on the valuation of American-style options. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6581

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):

Ruas, João Pedro Bento. “Three essays on the valuation of American-style options.” 2013. Thesis, RCAAP. Accessed September 25, 2017. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6581.

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

MLA Handbook (7th Edition):

Ruas, João Pedro Bento. “Three essays on the valuation of American-style options.” 2013. Web. 25 Sep 2017.

Vancouver:

Ruas JPB. Three essays on the valuation of American-style options. [Internet] [Thesis]. RCAAP; 2013. [cited 2017 Sep 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6581.

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

Council of Science Editors:

Ruas JPB. Three essays on the valuation of American-style options. [Thesis]. RCAAP; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6581

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


University of Southern California

27. Wu, Hao. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 In modern financial world, it is one of the most challenging problems to valuate American-style options. Finite difference methods could be used only if the… (more)

Subjects/Keywords: least‐squares Monte Carlo (LSM); basis functions; American options; European options

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APA (6th Edition):

Wu, H. (2014). Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2165

Chicago Manual of Style (16th Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Masters Thesis, University of Southern California. Accessed September 25, 2017. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2165.

MLA Handbook (7th Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Web. 25 Sep 2017.

Vancouver:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2017 Sep 25]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2165.

Council of Science Editors:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2165


University of Southern California

28. Wang, Tong. Three essays in derivatives, trading and liquidity.

Degree: PhD, Business Administration, 2013, University of Southern California

 The work in Chapter 1 shows that hedging by option writers has a large and significant destabilizing effect on the stock market. We demonstrate that… (more)

Subjects/Keywords: liquidity; options; real options; seasoned equity offerings; term structure; trading

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APA (6th Edition):

Wang, T. (2013). Three essays in derivatives, trading and liquidity. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/320144/rec/7412

Chicago Manual of Style (16th Edition):

Wang, Tong. “Three essays in derivatives, trading and liquidity.” 2013. Doctoral Dissertation, University of Southern California. Accessed September 25, 2017. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/320144/rec/7412.

MLA Handbook (7th Edition):

Wang, Tong. “Three essays in derivatives, trading and liquidity.” 2013. Web. 25 Sep 2017.

Vancouver:

Wang T. Three essays in derivatives, trading and liquidity. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2017 Sep 25]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/320144/rec/7412.

Council of Science Editors:

Wang T. Three essays in derivatives, trading and liquidity. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/320144/rec/7412


NSYSU

29. Chang, Szu-Ying. An Analytic Approach to Approximate Pricing of Forward-starting Asian Options.

Degree: Master, Applied Mathematics, 2012, NSYSU

 An Asian option is a path-dependent option whose payoff depends on the average of the underlying asset price over a certain time interval. It can… (more)

Subjects/Keywords: Asian Options; Options; Valuation; Strike Price; Forward-starting

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APA (6th Edition):

Chang, S. (2012). An Analytic Approach to Approximate Pricing of Forward-starting Asian Options. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0712112-130828

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):

Chang, Szu-Ying. “An Analytic Approach to Approximate Pricing of Forward-starting Asian Options.” 2012. Thesis, NSYSU. Accessed September 25, 2017. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0712112-130828.

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

MLA Handbook (7th Edition):

Chang, Szu-Ying. “An Analytic Approach to Approximate Pricing of Forward-starting Asian Options.” 2012. Web. 25 Sep 2017.

Vancouver:

Chang S. An Analytic Approach to Approximate Pricing of Forward-starting Asian Options. [Internet] [Thesis]. NSYSU; 2012. [cited 2017 Sep 25]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0712112-130828.

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

Council of Science Editors:

Chang S. An Analytic Approach to Approximate Pricing of Forward-starting Asian Options. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0712112-130828

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


University of Hong Kong

30. 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.

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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 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 September 25, 2017. 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. 25 Sep 2017.

Vancouver:

Song N. Mathematical models and numerical algorithms for option pricing and optimal trading. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2017 Sep 25]. Available from: 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: http://hdl.handle.net/10722/191191

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