MODIFYING THE BLACK-SCHOLES MODEL TO VALUATE PREEMPTION RIGHT

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

CONSIGLI GIORGIO; RAHNAMAY ROODPOSHTI F.; BABAEI FALAH AMIN

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: INTERNATIONAL JOURNAL OF FINANCE AND MANAGERIAL ACCOUNTING Year:2016 | Volume:1 | Issue:1 Page(s): 1-5

Download Full-Text

View:

254

Download:

187

Cites:

Information Journal Paper

Title

MODIFYING THE BLACK-SCHOLES MODEL TO VALUATE PREEMPTION RIGHT

Author(s)

CONSIGLI GIORGIO | RAHNAMAY ROODPOSHTI F. | BABAEI FALAH AMIN | Issue Writer Certificate

Keywords

MODIFIED BLACK-SCHOLES MODEL

VALUATION

PREEMPTIVE RIGHT

DERIVATIVES

Abstract

In this paper, we try and valuate preemption rights by modifying the Black-Scholes model, which is widely used to valuate options and other DERIVATIVES. Here we first present the basics of the Black-Scholes model and then we discus modification of the model to be fit for preemption right VALUATION. At the end, we valuate four of the PREEMPTIVE RIGHTs using the proposed model.

Multimedia

No record.

Cites

No record.

References

No record.

Cite

APA: Copy

CONSIGLI, GIORGIO, RAHNAMAY ROODPOSHTI, F., & BABAEI FALAH, AMIN. (2016). MODIFYING THE BLACK-SCHOLES MODEL TO VALUATE PREEMPTION RIGHT. INTERNATIONAL JOURNAL OF FINANCE AND MANAGERIAL ACCOUNTING, 1(1), 1-5. SID. https://sid.ir/paper/351962/en

Vancouver: Copy

CONSIGLI GIORGIO, RAHNAMAY ROODPOSHTI F., BABAEI FALAH AMIN. MODIFYING THE BLACK-SCHOLES MODEL TO VALUATE PREEMPTION RIGHT. INTERNATIONAL JOURNAL OF FINANCE AND MANAGERIAL ACCOUNTING[Internet]. 2016;1(1):1-5. Available from: https://sid.ir/paper/351962/en

IEEE: Copy

GIORGIO CONSIGLI, F. RAHNAMAY ROODPOSHTI, and AMIN BABAEI FALAH, “MODIFYING THE BLACK-SCHOLES MODEL TO VALUATE PREEMPTION RIGHT,” INTERNATIONAL JOURNAL OF FINANCE AND MANAGERIAL ACCOUNTING, vol. 1, no. 1, pp. 1–5, 2016, [Online]. Available: https://sid.ir/paper/351962/en

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans

No record.

Recommended Workshops