Embedded Options Valuation is a valuation method that specifically accounts for the stochastic behavior and exercise features of implicit options embedded within financial instruments, distinguishing it from standard valuation techniques by incorporating path-dependent decision rules and interest rate sensitivities under uncertainty.
77
Publications
3.7K
Citations
139
Authors
95
Institutions
Publications per year
2017–2026
5
Parents
Publications
77
Bond Markets, Analysis and Strategies.
Michael J. Stutzer, Frank J. Fabozzi, T. Dessa Fabozzi · The Journal of Finance · 1989 · 363 citations
The Mathematical Foundations of Barrier Option-Pricing Theory
Don R. Rich · SSRN Electronic Journal · 2000 · 159 citations · Full text
1–5 of 77
Authors
139
- SL
5
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- AG
3
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- SB
3
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3
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- MB
2
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1–5 of 139
Institutions
95
The University of Texas at Austin
Austin, United States
3 h-index
3 publications
112 citations
University of Illinois Urbana-Champaign
Urbana, United States
3 h-index
3 publications
114 citations
Georgia State University
Atlanta, United States
3 h-index
3 publications
83 citations
BioSciCon (United States)
Rockville, United States
3 h-index
3 publications
71 citations
National University of Singapore
Singapore, Singapore
3 h-index
4 publications
73 citations
Leibniz Institute for Financial Research SAFE
Frankfurt am Main, Germany
2 h-index
2 publications
82 citations
University of Michigan
Ann Arbor, United States
2 h-index
2 publications
84 citations
University of Waterloo
Waterloo, Canada
2 h-index
2 publications
37 citations
1–8 of 95
Venues
- SSRN Electronic Journal
Repository · 14 publications · 698 citations
12
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- Financial Analysts Journal
FAJ · 4 publications · 183 citations
4
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- The Journal of Finance
4 publications · 452 citations
4
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- The Journal of Fixed Income
3 publications · 74 citations
3
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- Insurance Mathematics and Economics
3 publications · 93 citations
3
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