Concepedia

Put Option Features

Put Option Features is a derivative instrument embedded in a host contract that grants the holder the right, but not the obligation, to sell an underlying asset at a specified price within a defined period, thereby introducing asymmetric payoff characteristics contingent upon future market conditions.

31

Publications

1.8K

Citations

57

Authors

45

Institutions

Publications per year

2017–2026

5

Parents

Publications

31

On the Cost of Deposit Insurance When There Are Surveillance Costs

Robert C. Merton · The Journal of Business · 1978 · 404 citations

, , +13

Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option

Anna Rita Bacinello · Journal of Risk & Insurance · 2003 · 186 citations

, , +17

Risks of<i>Sukuk</i>structures: Implications for resource mobilization

Ali Arsalan Tariq, Humayon A. Dar · Thunderbird International Business Review · 2007 · 102 citations

, , +13

IPO Liability and Entrepreneurial Response

James C. Spindler · SSRN Electronic Journal · 2005 · 94 citations · Full text

, , +15

A relief supplies purchasing model based on a put option contract

Zhongquan Hu, Jun Tian, Gengzhong Feng · Computers & Industrial Engineering · 2018 · 89 citations

, , +7

1–5 of 31

Authors

57

  1. RL
    Robert L. McDonald

    Northwestern University, United States

    2 publications · 52 citations

    2

    h-index

  2. SM
    Susan M. Wächter

    University of Pennsylvania, United States

    2 publications · 50 citations

    2

    h-index

  3. YZ
    You-lan Zhu

    University of North Carolina at Charlotte, United States

    1 publications · 10 citations

    1

    h-index

  4. RC
    Robert C. Merton

    Massachusetts Institute of Technology, United States

    1 publications · 404 citations

    1

    h-index

  5. NJ
    Nengjiu Ju

    Shanghai Jiao Tong University, China

    1 publications · 77 citations

    1

    h-index

1–5 of 57

Institutions

45

  1. Sichuan Agricultural University

    Ya'an, China

    2 h-index

    3 publications

    110 citations

  2. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    3 publications

    90 citations

  3. Texas A&M University School of Law

    Fort Worth, United States

    1 h-index

    1 publications

    94 citations

  4. Texas Christian University

    Fort Worth, United States

    1 h-index

    1 publications

    17 citations

  5. Southwest University of Science and Technology

    Mianyang, China

    1 h-index

    1 publications

    33 citations

  6. Georgetown University

    Washington, United States

    1 h-index

    1 publications

    10 citations

  7. University of California, Davis

    Davis, United States

    1 h-index

    1 publications

    13 citations

  8. Mississippi State University

    Starkville, United States

    1 h-index

    1 publications

    25 citations

1–8 of 45

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 351 citations

    8

    h-index

  2. Journal of the Operational Research Society

    OR · 2 publications · 77 citations

    2

    h-index

  3. The Journal of Computational Finance

    1 publications · 10 citations

    1

    h-index

  4. Financial Management

    FM · 1 publications · 25 citations

    1

    h-index

  5. Journal of Banking & Finance

    1 publications · 10 citations

    1

    h-index

1–5