Sentence examples for compound option from inspiring English sources
Using a generalisation of Geske's compound option model, we derive a closed-form solution for a n-fold compound option model, and apply it to calculate the value of a NDA using sector average figures.
In valuing these compound option models, a crucial problem is how to deal with the different types of risk.
They are presented as a compound option that includes a European option and an early exercise premium (EEP).
The American option is considered to be a compound option that includes a European option and an EEP.
For a NDA, the R&D phase can best be presented as a 6-fold compound option on the commercialisation phase.
It is a series of consecutive phases from R&D to commercialisation, where each phase is in fact an option on executing the following phase, i.e. a compound option.
The option valuation model developed in this study extends the binomial lattice framework to model a hospital information system (HIS) investment opportunity with compound options.
The CEO of Imprimis, Mark L. Baum, said in a statement: "While we respect Turing's right to charge patients and insurance companies whatever it believes is appropriate, there may be more cost-effective compounded options for medications, such as Daraprim, for patients, physicians, insurance companies and pharmacy benefit managers to consider".
"While we respect Turing's right to charge patients and insurance companies whatever it believes is appropriate, there may be more cost-effective compounded options for medications, such as Daraprim, for patients, physicians, insurance companies and pharmacy benefit managers to consider," the company said in its statement.
On the basis of the simulation results, a binomial options pricing model is used to design four interdependent binominal trees and to evaluate a Bermuda-type compound expansion option.
Using a compound exchange option approach, we characterise the resulting agency costs of debt, derive the "price" of these costs and analyse their dynamics.
