Concept
Expiration (options)
Related publications (6)
Value Estimation versus Effort Mobilization: A General Dissociation between Ventromedial and Dorsomedial Prefrontal Cortex
Deciding on a course of action requires both an accurate estimation of option values and the right amount of effort invested in deliberation to reach suf fi cient con fi dence in the fi nal choice. In a previous study, we have provided evidence, across a s ...
Soc Neuroscience2024Equilibrium Models for Derivatives Markets with Frictions
This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns.
In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...
EPFL2018Environomic modeling and optimization of advanced combined cycle cogeneration power plants including CO2 separation options
Considering the economic importance of the electricity generation sector as well as its contribution to local, regional and global pollution, the development of new cost-effective and environmentally benign electricity generation and cogeneration systems i ...
EPFL1998