Sentence examples for valuation of options from inspiring English sources

A primary determinant in the valuation of options.

Volatility is used as a primary determinant in the valuation of options premiums and time value.

Consequently, several papers have already focused on the valuation of options when the underlying asset of stock price is modeled by a geometric Brownian motion.

An analytical framework for the valuation of option contracts for physical delivery that enable risk-sharing among market participants is developed in [18].

Yes, unexercised options are worth a lot even the ones that are "out of the money" (no immediate cash value)–but valuations of option grants become theoretical and hard to compare from company to company.

In order to answer that question, we use methods developed for the valuation of financial options and treat the problem analogously as a real option in the form of a so-called switch option.

The Economics Prize was not awarded to Fischer Black, who died in 1995, when his co-author Myron Scholes received the honor in 1997 for their landmark work on option pricing along with Robert C. Merton, another pioneer in the development of valuation of stock options.

It might also make them more sceptical of "revealed preference", the idea that a person's valuation of different options can be deduced from his actions.

The valuation of American options, while a challenge, is of interest to both academics and traders.

The SEC filing shows the valuation of stock options already granted to parties.

This is consistent with both neuroimaging data in humans and electrophysiological work in rodents and monkeys, implicating the mPFC region in the valuation of decision options (e.g. Wallis and Miller 2003; Padoa-Schioppa and Assad 2006; Plassmann et al. 2007, 2010; Chib et al. 2009; FitzGerald et al. 2009; Kang et al. 2011).