Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory-Reference-Cited by-同舟云学术

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

Published:2022-03-18 Issue:2 Volume:315 Page:1175-1215
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Kashyap Ravi^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

https://link.springer.com/content/pdf/10.1007/s10479-022-04610-w.pdf

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.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol;Research in International Business and Finance;2024-08