Matches in SemOpenAlex for { <https://semopenalex.org/work/W2044056526> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2044056526 endingPage "234" @default.
- W2044056526 startingPage "229" @default.
- W2044056526 abstract "Certain options have a fixed date of maturity but may be cancelled prematurely. This can happen for a stock option in case of a merger or for an executive stock option in case the executive leaves his/her present job. The differential equation is given which governs the value of an option with a stochastic life. Solutions can be obtained through integration in certain cases. The main result is an extension of the Black-Scholes formula to options where the time to expiration is stochastic." @default.
- W2044056526 created "2016-06-24" @default.
- W2044056526 creator A5038126156 @default.
- W2044056526 creator A5050378100 @default.
- W2044056526 date "1996-06-01" @default.
- W2044056526 modified "2023-09-27" @default.
- W2044056526 title "A class of options with stochastic lives and an extension of the Black-Scholes formula" @default.
- W2044056526 cites W1973458764 @default.
- W2044056526 cites W2033939531 @default.
- W2044056526 cites W2107711400 @default.
- W2044056526 cites W2118545863 @default.
- W2044056526 cites W2151065060 @default.
- W2044056526 cites W2319248128 @default.
- W2044056526 cites W72548784 @default.
- W2044056526 doi "https://doi.org/10.1016/0377-2217(95)00280-4" @default.
- W2044056526 hasPublicationYear "1996" @default.
- W2044056526 type Work @default.
- W2044056526 sameAs 2044056526 @default.
- W2044056526 citedByCount "10" @default.
- W2044056526 countsByYear W20440565262012 @default.
- W2044056526 crossrefType "journal-article" @default.
- W2044056526 hasAuthorship W2044056526A5038126156 @default.
- W2044056526 hasAuthorship W2044056526A5050378100 @default.
- W2044056526 hasConcept C10138342 @default.
- W2044056526 hasConcept C101433766 @default.
- W2044056526 hasConcept C138496976 @default.
- W2044056526 hasConcept C144237770 @default.
- W2044056526 hasConcept C149782125 @default.
- W2044056526 hasConcept C154945302 @default.
- W2044056526 hasConcept C15744967 @default.
- W2044056526 hasConcept C162118730 @default.
- W2044056526 hasConcept C162324750 @default.
- W2044056526 hasConcept C163128081 @default.
- W2044056526 hasConcept C185592680 @default.
- W2044056526 hasConcept C199360897 @default.
- W2044056526 hasConcept C2777212361 @default.
- W2044056526 hasConcept C2778029271 @default.
- W2044056526 hasConcept C2778311368 @default.
- W2044056526 hasConcept C2780584464 @default.
- W2044056526 hasConcept C28826006 @default.
- W2044056526 hasConcept C3017619653 @default.
- W2044056526 hasConcept C31903555 @default.
- W2044056526 hasConcept C33923547 @default.
- W2044056526 hasConcept C41008148 @default.
- W2044056526 hasConcept C51955184 @default.
- W2044056526 hasConcept C91602232 @default.
- W2044056526 hasConceptScore W2044056526C10138342 @default.
- W2044056526 hasConceptScore W2044056526C101433766 @default.
- W2044056526 hasConceptScore W2044056526C138496976 @default.
- W2044056526 hasConceptScore W2044056526C144237770 @default.
- W2044056526 hasConceptScore W2044056526C149782125 @default.
- W2044056526 hasConceptScore W2044056526C154945302 @default.
- W2044056526 hasConceptScore W2044056526C15744967 @default.
- W2044056526 hasConceptScore W2044056526C162118730 @default.
- W2044056526 hasConceptScore W2044056526C162324750 @default.
- W2044056526 hasConceptScore W2044056526C163128081 @default.
- W2044056526 hasConceptScore W2044056526C185592680 @default.
- W2044056526 hasConceptScore W2044056526C199360897 @default.
- W2044056526 hasConceptScore W2044056526C2777212361 @default.
- W2044056526 hasConceptScore W2044056526C2778029271 @default.
- W2044056526 hasConceptScore W2044056526C2778311368 @default.
- W2044056526 hasConceptScore W2044056526C2780584464 @default.
- W2044056526 hasConceptScore W2044056526C28826006 @default.
- W2044056526 hasConceptScore W2044056526C3017619653 @default.
- W2044056526 hasConceptScore W2044056526C31903555 @default.
- W2044056526 hasConceptScore W2044056526C33923547 @default.
- W2044056526 hasConceptScore W2044056526C41008148 @default.
- W2044056526 hasConceptScore W2044056526C51955184 @default.
- W2044056526 hasConceptScore W2044056526C91602232 @default.
- W2044056526 hasIssue "2" @default.
- W2044056526 hasLocation W20440565261 @default.
- W2044056526 hasOpenAccess W2044056526 @default.
- W2044056526 hasPrimaryLocation W20440565261 @default.
- W2044056526 hasRelatedWork W2018013143 @default.
- W2044056526 hasRelatedWork W2044056526 @default.
- W2044056526 hasRelatedWork W2058510223 @default.
- W2044056526 hasRelatedWork W2107923586 @default.
- W2044056526 hasRelatedWork W2126831439 @default.
- W2044056526 hasRelatedWork W2528651429 @default.
- W2044056526 hasRelatedWork W3106115764 @default.
- W2044056526 hasRelatedWork W3123921940 @default.
- W2044056526 hasRelatedWork W40927637 @default.
- W2044056526 hasRelatedWork W84701208 @default.
- W2044056526 hasVolume "91" @default.
- W2044056526 isParatext "false" @default.
- W2044056526 isRetracted "false" @default.
- W2044056526 magId "2044056526" @default.
- W2044056526 workType "article" @default.