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Publication search results
found 181 matches
- 2024
- Antal Ratku:
Pricing and market modeling with artificial intelligence: applications to options markets. University of Freiburg, Freiburg im Breisgau, Germany, 2024 - Olamide Jogunola, Abimbola Susan Ajagun, Wayes Tushar, Femi O. Olatunji, Chau Yuen, Craig Morley, Bamidele Adebisi, Thokozani Shongwe:
Peer-to-Peer Local Energy Market: Opportunities, Barriers, Security, and Implementation Options. IEEE Access 12: 37873-37890 (2024) - Edoardo Berton, Lorenzo Mercuri:
An efficient unified approach for spread option pricing in a copula market model. Ann. Oper. Res. 336(1-2): 307-329 (2024) - Lang Xu, Yuqi Luo, Jihong Chen, Shaorui Zhou:
Capacity prioritization allocation and credit financing option in shipping freight forwarding market. Comput. Ind. Eng. 189: 109987 (2024) - Haoxuan Li, Xiangfeng Yang, Yaodong Ni:
Pricing of shout option in uncertain financial market. Fuzzy Optim. Decis. Mak. 23(3): 449-467 (2024) - Dongwei Shi, Yanyin Li, Xing Yu:
Dynamic options hedging model under mark-to-market risk. Int. J. Inf. Technol. Manag. 23(2): 137-155 (2024) - Dawei Zhang, Matthew Lyle, Barrie R. Nault:
Trading volume and open interest from options markets as measures of the effect of IT announcements. Inf. Technol. Manag. 25(2): 113-123 (2024) - Farshid Mehrdoust, Idin Noorani, Juho Kanniainen:
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. Math. Comput. Simul. 215: 228-269 (2024) - Tian Chen, Jun Deng, Jing Nie:
Implied volatility slopes and jumps in bitcoin options market. Oper. Res. Lett. 55: 107135 (2024) - Deng Jia, Xingyu Chen, Chong Wang:
Fresh Produce Ordering, Pricing and Freshness-Keeping Decisions with Call Option Contracts and Spot Markets. Syst. 12(5): 150 (2024) - S. Sapna, Biju R. Mohan:
Univariate GARCH Model for Futures Option Pricing: Application to Silver Mini Futures in Indian Commodity Market. COMPLEXIS 2024: 43-53 - Sylvestre Blanc, Emmanuel Fragnière, Francesc Naya, Nils Tuchschmid:
Safeguarding Downside Risk in Portfolio Insurance: Navigating Swiss Stock Market Regimes with Options, Trading Signals, and Financial Products. FEMIB 2024: 33-41 - Mark Klaisoongnoen, Nick Brown, Tim Dykes, Jessica R. Jones, Utz-Uwe Haus:
Evaluating Versal AI Engines for Option Price Discovery in Market Risk Analysis. FPGA 2024: 176-182 - Mark Klaisoongnoen, Nick Brown, Tim Dykes, Jessica R. Jones, Utz-Uwe Haus:
Evaluating Versal AI Engines for option price discovery in market risk analysis. CoRR abs/2402.12111 (2024) - 2023
- Zdenek Drábek, Milos Kopa, Matús Maciak, Michal Pesta, Sebastiano Vitali:
Investment disputes and their explicit role in option market uncertainty and overall risk instability. Comput. Manag. Sci. 20(1): 15 (2023) - Hannah Gampe, Christopher Griffin:
Dynamics of a binary option market with exogenous information and price sensitivity. Commun. Nonlinear Sci. Numer. Simul. 118: 106994 (2023) - Pornnapat Yamphram, Phiraphat Sutthimat, Udomsak Rakwongwan:
Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets. Comput. 11(2): 30 (2023) - Lanfei Shi, Siva Viswanathan:
Optional Verification and Signaling in Online Matching Markets: Evidence from a Randomized Field Experiment. Inf. Syst. Res. 34(4): 1603-1621 (2023) - Jinyang Zheng, Youwei Wang, Yong Tan:
Platform Refund Insurance or Being Cast Out: Quantifying the Signaling Effect of Refund Options in the Online Service Marketplace. Inf. Syst. Res. 34(3): 910-934 (2023) - Donatien Hainaut:
Pricing of spread and exchange options in a rough jump-diffusion market. J. Comput. Appl. Math. 419: 114752 (2023) - Lifen Jia, Jiarui Jiang, Dongao Li, Fengjia Guo:
American knock-out options based on floating interest rate in uncertain financial market. J. Intell. Fuzzy Syst. 45(5): 7259-7270 (2023) - Antonio J. Morales, Javier Rodero-Cosano:
Forward induction and market entry with an endogenous outside option. Soc. Choice Welf. 61(2): 365-383 (2023) - 2022
- Yossi Shvimer, Avi Herbon:
Non-tradability interval for heterogeneous rational players in the option markets. Comput. Manag. Sci. 19(1): 133-157 (2022) - Zhaohua Liu, Susheng Wang, Siyi Liu, Haixu Yu, He Wang:
Volatility Risk Premium, Return Predictability, and ESG Sentiment: Evidence from China's Spots and Options' Markets. Complex. 2022: 6813797:1-6813797:14 (2022) - Nikita Ratanov:
On Barrier Binary Options in the Telegraph-like Financial Market Model. Comput. 10(9): 163 (2022) - Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He:
A closed-form pricing formula for European options with market liquidity risk. Expert Syst. Appl. 189: 116128 (2022) - Luca Anzilli, Giovanni Villani:
Real R&D options under fuzzy uncertainty in market share and revealed information. Fuzzy Sets Syst. 434: 117-134 (2022) - Bjørn-Atle Reme, Helene Lie Røhr, Morten Sæthre:
Inattention in Contract Markets: Evidence from a Consolidation of Options in Telecom. Manag. Sci. 68(2): 1019-1038 (2022) - Wan-Ni Lai:
Detecting stock market regimes from option prices. Oper. Res. Lett. 50(3): 260-267 (2022) - Rong Gao, Xiaoli Wu:
Pricing rainbow option for uncertain financial market. RAIRO Oper. Res. 56(6): 3973-3989 (2022)
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