Progressive option bounds from the sequence of concurrently expiring options

By Ryan P.J.  

European Journal of Operational Research, Vol. 151, Iss. 1, 2003-11 ,pp. : 193-223

Elsevier

Access to resources Recommend Favorite

Application of the fuzzy-stochastic methodology to appraising the firm value as a European call option

By Zmeskal Z.  

European Journal of Operational Research, Vol. 135, Iss. 2, 2001-12 ,pp. : 303-310

Elsevier

Access to resources Recommend Favorite

The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting

By Broussard J.P.   Booth G.G.  

European Journal of Operational Research, Vol. 104, Iss. 3, 1998-02 ,pp. : 393-402

Elsevier

Access to resources Recommend Favorite

Real Options Theory, Flexibility and the Media Industry: A conceptual outline for potential application areas

By Dimpfel Marcus   Habann Frank   Algesheimer René  

The International Journal on Media Management, Vol. 4, Iss. 4, 2002-12 ,pp. : 261-272

Institute for Media and Communications Management, University of St Gallen, Switzerland

Access to resources Recommend Favorite

Application of the BEM to chromium electroplating simulation and to identification of experimental polarisation laws

By Druesne F.   Paumelle P.   Villon P.  

Engineering Analysis with Boundary Elements, Vol. 24, Iss. 9, 2000-10 ,pp. : 615-622

Elsevier

Access to resources Recommend Favorite