{"title":"Demonstration of the Black and Scholes Formula","authors":"","doi":"10.1002/9781119687511.app4","DOIUrl":"https://doi.org/10.1002/9781119687511.app4","url":null,"abstract":"","PeriodicalId":413680,"journal":{"name":"Investment Decision‐making Using Optional Models","volume":"88 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124855773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Demonstration of the CRR Formula","authors":"","doi":"10.1002/9781119687511.app1","DOIUrl":"https://doi.org/10.1002/9781119687511.app1","url":null,"abstract":"","PeriodicalId":413680,"journal":{"name":"Investment Decision‐making Using Optional Models","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125395014","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optional Modeling of Investment Choices and Surplus Value Linked to the Option to Invest","authors":"","doi":"10.1002/9781119687511.ch2","DOIUrl":"https://doi.org/10.1002/9781119687511.ch2","url":null,"abstract":"","PeriodicalId":413680,"journal":{"name":"Investment Decision‐making Using Optional Models","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124734012","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Risk and Flexibility Integration in Valuation","authors":"","doi":"10.1002/9781119687511.ch1","DOIUrl":"https://doi.org/10.1002/9781119687511.ch1","url":null,"abstract":"","PeriodicalId":413680,"journal":{"name":"Investment Decision‐making Using Optional Models","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128786246","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Other titles from iSTE in Innovation, Entrepreneurship and Management","authors":"","doi":"10.1002/9781119687511.oth2","DOIUrl":"https://doi.org/10.1002/9781119687511.oth2","url":null,"abstract":"","PeriodicalId":413680,"journal":{"name":"Investment Decision‐making Using Optional Models","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131187992","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Data Generation Applied to Strategic and Operational Option Models","authors":"","doi":"10.1002/9781119687511.ch3","DOIUrl":"https://doi.org/10.1002/9781119687511.ch3","url":null,"abstract":"","PeriodicalId":413680,"journal":{"name":"Investment Decision‐making Using Optional Models","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116161900","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Test of the Black and Scholes Formula and Return on the Log–Normal Distribution","authors":"","doi":"10.1002/9781119687511.app3","DOIUrl":"https://doi.org/10.1002/9781119687511.app3","url":null,"abstract":"","PeriodicalId":413680,"journal":{"name":"Investment Decision‐making Using Optional Models","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127055966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}