Analysis on the Pricing of White Sugar Options Under Knight Uncertainty Environment

On the Pricing of Forward Starting Options under Stochastic Volatility

We consider the problem of pricing European forward starting options in the presence of stochastic volatility. By performing a change of measure using the asset price at the time of strike determination as a numeraire, we derive a closed-form solution based on Heston’s model of stochastic volatility.

Stability Analysis of Genotype × Environment Interaction Effect on Sugar Yield in Sugar Beet Hybrids

   Testing plant varieties under different regions is necessary to assess their stability. In this study, 17 sugar beet genotypes were evaluated in a randomized complete block design with six replications in five regions including Karaj, Hamedan, Miandoab, Mashhad, and Shiraz. After checking the homogeneity of mean squares in five experiments by Bartlett’s test, analysis of the combined was per...

pricing under uncertainty : Margin squeezes , real options , and the cost of capital ?

Recent studies have emphasized the role of irreversibility, flexibility, and uncertainty in assessing the financial implications of regulated access pricing in the telecommunications market (Pindyck 2004, 2005). In particular it has been argued that mandatory unbundling of the local loop creates optionalities (real options), leading to a transfer of wealth from incumbents to entrants unaccounte...

Responsive pricing under supply uncertainty

pricing unemployment insurance : the case of iran

employees always concern about losing their job , or in other word , losing their income resources. for this purpose, every government requires strong system for covering these concerns. the unemployment insurance (ui) program’s can be used for achieving this goal. in this thesis, we price ui based on the insurance history of employee and the duration of being unemployed. we use the weibull dis...