A Time-State-Preference Model of Security Valuation

Designing a Valuation Model for Petroleum Startups

Development of downstream operations in the Iran's petroleum industry has always been considered as a necessity in to create more value-added. One of ways to accomplish the misson, especially in the current situation, is exploiting the capacity of petroleum startups. Considering that these companies need to be valued for financing, and since the traditional valuation methods do not provide effi...

Private Valuation of Contingent Claims in a Discrete Time/State Model

investigating the feasibility of a proposed model for geometric design of deployable arch structures

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices

This paper synthesizes the existing discrete-time option pricing literature. We posit a binomial process on a term structure of futures prices and derive existing discrete-time results as special cases of our general framework. by Peter P. Carr and Robert A. Jarrow Johnson Graduate School of Management Cornell University, Ithaca, NY 14853 Internet Addresses: [email protected] and JARROW...

preference-based health valuation for acute poisoning: the challenge of very acute disease and rapid reversal of the health state

conclusions this study attempted to compare the course of acute poisonings with some other diseases to show how self-induced poisoning affects one’s health perception, and how this change takes place over a short time. objectives the aim of this cross-sectional study was to compare the extent and pattern of variation in generic utility measures with respect to capturing the clinical nature of a...