PRICING OF THE ASIAN OPTION WITH THE KAMRAD-RITCHKEN’S TRINOMIAL MODEL by Jihan Nabila Wafa’, Emy Siswanah

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Green supply chain management through call option contract and revenue-sharing contract to cope with demand uncertainty by Mohamad Dehghan-Bonari, Alireza Bakhshi, Amir Aghsami, Fariborz Jolai

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THE EVALUATION OF VENTURE FINANCING EFFECTIVENESS OF INNOVATIVE PROJECT USING REAL OPTIONS METHOD by A. O. Baranov, E. I. Muzyko, V. N. Pavlov

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FUZZY SET ASSESSMENT OF INNOVATIVE PROJECT EFFECTIVENESS PARAMETERS by A. O. Baranov, E. I. Musyko, V. N. Pavlov

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PRICING OF CALL OPTIONS USING THE QUASI MONTE CARLO METHOD by Indah Oktaviani, Evy Sulistianingsih, Neva Satyahadewi

Subjects: “…call options…”
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A General Conformable Black–Scholes Equation for Option Pricing by Paula Morales-Bañuelos, Sebastian Elias Rodríguez Bojalil, Luis Alberto Quezada-Téllez, Guillermo Fernández-Anaya

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Monte Carlo-Integrated Valuation of Call Options in Leasehold Solid Mineral Property Development in Nigeria by J. O. Ataguba, J. C. Onyejiaka

Subjects: “…Call options valuation; Development; Land use decision; Monte Carlo; Solid mineral property…”
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MANAGING THE USE OF DERIVATIVE INSTRUMENTS FOR PORTFOLIO RISK PURPOSES by Mădălina Antoaneta RĂDOI, Alexandru OLTEANU

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