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Showing 1 to 16 of 16 for “"Early Exercise"”.

  1. Three Essays on Individual Investors’ Early Exercise Behavior in the Fixed-Income Market

    Diese Arbeit untersucht, wie Privatinvestoren vorzeitige Kündigungsrechte in strukturierten Zinsprodukten nutzen. Als Grundlage für die Analyse dient hierbei ein neuartiger, nicht öffentlich verfügbarer Datensatz, der über einen Zeitraum von circa 13 Jahren Entscheidungen von mehr als 800.000 …

    passau-thes Repository record for Three Essays on Individual Investors’ Early Exercise Behavior in the Fixed-Income Market (opens in a new tab)

  2. Two dimensional COS method for pricing early-exercise and discrete barrier options under the Heston Model

    … expectations need to be calculated at each exercise/observation date along a continuum of the two state spaces. We examine the 2D-COS method, which makes use of Fourier-cosine expansions in each of the two dimensions in order to approximate the integrals. Using the fast Fourier transform, we …

    cape-town Repository record for Two dimensional COS method for pricing early-exercise and discrete barrier options under the Heston Model (opens in a new tab)

  3. Real options valuation of a power generation project : a Monte Carlo approach

    … forward looking nature is normally applied when early exercise is not allowed. In the real economy, this would be limiting because flexibilities that exist are not normally constrained to particular exercise dates. The Least-Squares Monte Carlo (LSM) is an approach that allows for the valuation …

    cape-town Repository record for Real options valuation of a power generation project : a Monte Carlo approach (opens in a new tab)

  4. The mathematical modelling and numerical solution of options pricing problems

    … scheme is implemented in the algorithm. Early exercise is also easily incorporated, the resulting linear complementarity problem can be solved using a projection or penalty method (the penalty method is shown to be slightly more efficient). Second order accuracy has been confirmed for …

    greenwich Repository record for The mathematical modelling and numerical solution of options pricing problems (opens in a new tab)

  5. The pricing of multiple exercisable American-style real options

    … also addresses the problem of tracking early exercise boundaries in pricing American-style real options. It is shown that both models provide effective numerical solutions to the free boundary problem"--Abstract, page iii.</p>

    must-thes Repository record for The pricing of multiple exercisable American-style real options (opens in a new tab)

  6. Graphical analysis of hard-to-borrow stocks

    … for the puts options. Put options have an early exercise for the American options, so considering the put options for in the money options are more interesting to analyze.

    uiuc Repository record for Graphical analysis of hard-to-borrow stocks (opens in a new tab)

  7. Pricing methods for American options

    … Carlo Simulation is implemented to calculate early exercise probabilities of American options in the South African market. Results are compared for both call and put options. A test set of 3550 options is simulated with parameters mirroring the South African economy. On this set, the accuracy …

    cape-town Repository record for Pricing methods for American options (opens in a new tab)

  8. Efficient numerical methods for the valuation of American barrier options

    … in these products has meant that very often, an early exercise feature is added to the contract. This makes it of particular interest to study efficient numerical methods for the valuation of American barrier options . This thesis considers three methods that have been developed to price such …

    cape-town Repository record for Efficient numerical methods for the valuation of American barrier options (opens in a new tab)

  9. Pricing of Swing Options: A Monte Carlo Simulation Approach

    … of pricing swing options, a class of multiple early exercise options that are traded in energy market, particularly in the electricity and natural gas markets. These contracts permit the option holder to periodically exercise the right to trade a variable amount of energy with a counterparty, …

    ohiolink Repository record for Pricing of Swing Options: A Monte Carlo Simulation Approach (opens in a new tab)

  10. Nitrate Consumption and Physical Function in ICU Patients

    … and pair nitrate supplementation with an early exercise intervention.

    wfu Repository record for Nitrate Consumption and Physical Function in ICU Patients (opens in a new tab)

  11. L’effet de la neurostimulation périphérique sur la douleur induite par l’exercice chez les femmes vivants avec la fibromyalgie

    … training benefits fibromyalgia patients, early pain flare-ups (i.e. MEP) can hinder adherence. Transcutaneous electrical nerve stimulation (TENS) is a safe, non-pharmacological technic that provides pain relief, but its effects on MEP following resistance exercise session remain unknown. …

    sherbrooke Repository record for L’effet de la neurostimulation périphérique sur la douleur induite par l’exercice chez les femmes vivants avec la fibromyalgie (opens in a new tab)

  12. Assessment of Peripheral and Central Hemodynamics During Leg Exercise With "Blood Flow Restriction"

    “Blood flow restriction” (“BFR”) is a type of exercise training where a pneumatic cuff is applied to the proximal portion of an exercising limb. In “BFR”, cuff inflation to 40% of an individual’s arterial occlusion pressure (AOP; cuff pressure which fully occludes limb arterial flow at rest) is …

    queens Repository record for Assessment of Peripheral and Central Hemodynamics During Leg Exercise With "Blood Flow Restriction" (opens in a new tab)

  13. A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes

    … facilitate the evaluation of real options with early-exercise characteristics, as well as multiple concurrent options. The models developed in this research are tested by implementing the lattice in binomial decision tree format and applying to hypothetical real option examples with underlying …

    texas Repository record for A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes (opens in a new tab)

  14. Recursive marginal quantization: extensions and applications in finance

    … pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and the efficient calibration of large derivative books. Recursive marginal quantization of an Euler scheme has recently been proposed as an efficient numerical method for …

    cape-town Repository record for Recursive marginal quantization: extensions and applications in finance (opens in a new tab)

  15. Dynamic optimal asset allocation with optimal stopping

    … The value function can be characterized using early exercise premium representation which depends on the optimal retirement boundary. We show that immediate retirement is optimal when a state variable hits the boundary. We derive the backward recursive equation of the boundary parameterized by …

    bu Repository record for Dynamic optimal asset allocation with optimal stopping (opens in a new tab)

  16. The Black-Scholes model and the pricing of stock options in South Africa

    … then adjusted to account for the possibility of early exercise. Simple regression tests are performed, where daily prices of a sample of stock options traded on the Johannesburg Stock Exchange are used as dependent variables in regression equations. Black-Scholes model prices are computed, and …

    cape-town Repository record for The Black-Scholes model and the pricing of stock options in South Africa (opens in a new tab)