Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory

Author:

Kashyap RaviORCID

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference182 articles.

1. Adner, R., & Levinthal, D. A. (2004). What is not a real option: Considering boundaries for the application of real options to business strategy. Academy of Management Review, 29(1), 74.

2. Alexander, C., & Venkatramanan, A. (2012). Analytic approximations for multi-asset option pricing. Mathematical Finance, 22(4), 667–689.

3. Andersen, L., & Broadie, M. (2004). Primal-dual simulation algorithm for pricing multidimensional American options. Management Science, 50(9), 1222–1234.

4. Anastasiadis, S., & Chukova, S. (2012). Multivariate insurance models: An overview. Insurance: Mathematics and Economics, 51(1), 222–227.

5. Azimzadeh, P. (2015). Closed-form expressions for perpetual and finite-maturity American binary options. See: Closed Form Expressions for Perpetual and Finite American Binary Options; Closed Form Expressions for American Binary Options, Wikipedia Link.

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