In this paper, we aim at developing a model for option pricing to reduce the risks associated with Ethiopian commodity prices fluctuations. We used the daily closed Unwashed Lekempti grade 5 (ULK5) coffee and Whitish Wollega Sesame Seed Grade3 (WWSS3) prices obtained from Ethiopia commodity exchange (ECX) market to analyse the prices fluctuations.The natures of log-returns of the prices exhibit a...

In this paper we consider the European continuous installment call option. Then  its linear complementarity formulation is given. Writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. Finally finite element method is applied to price the European continuous installment call option.

The reload provision in an employee stock option entitles its holder to receive one new (reload) option from the employer for each share tendered as payment of strike upon the exercise of the stock option. The number of reloads allowed can be finite or infinite. The shout feature in a call option allows its holder to reset the option’s strike price to the prevailing stock price upon shouting. W...

A new kind of option called hereafter a Parisian barrier option is studied in this paper This option is the following variant of the so called barrier option a down and out barrier option becomes worthless as soon as a barrier is reached whereas a down and out Parisian barrier option is lost by the owner if the underlying asset reaches a prespeci ed level and remains constantly below this level...

context a key determinant for clinical success is the diagnosis of the bone density in a potential implant site. the percentage of bone-implant contact is related to bone density, and the axial stress contours around an implant are affected by the density of bone. evidence acquisition a number of reports have emphasized the importance of the quality of bone on the survival of dental implants. t...

implementing information technology projects requires a calculated process to prevent failure. at the same time application of information technology in organizations faces various potential risks. exploring information technology environment in organizations reveals the potential risks and provides a structure for comprehensive risk management. there are various methods available for risk mana...

A computational method is described for option replication. In particular, a procedure is provided for computing the projection basis that corresponds to a positive basis of R m. Application of this procedure in order to compute maximal submarkets that replicate any option is demonstrated. Specifically, we provide a computational study for replication of options in security markets with a finit...