This paper aims to consolidate and review the literature in the field of market-calibrated option pricing analysis. By doing so, the paper brings out the gaps in the…
This paper aims to consolidate and review the literature in the field of market-calibrated option pricing analysis. By doing so, the paper brings out the gaps in the extant literature and makes suggestions for future researchers in the field.
The methodology used in this research is inspired by the works of Ferreira et al. (2016), Jabbour (2013), Lage Junior and Godinho Filho (2010), Seuring (2013) and Sharma et al. (2018). A total of 1,500 papers written on the pricing of options globally are collated from the Web of Science ranging across 2010-2018.
Most of the research papers present mathematical proposals to value options; without calibrating it with real market data points. The authors bring out five important gaps in the extant literature.
This is arguably the first study that consolidates the literature in the field of market calibrated option pricing analysis with a view to suggest directions for future researchers.
This paper is designed to set the scene in terms of introducing the methodological framework used in the academic “think tank” in marketing held at Lake of Menteith in…
This paper is designed to set the scene in terms of introducing the methodological framework used in the academic “think tank” in marketing held at Lake of Menteith in Scotland in 1999. Some important academic insights and considerations are discussed at the outset with regard to the evaluation of future impacts on the multiple facets of the marketing discipline, although the amount and quality of dedicated academic research in this area has been limited. The new role of the marketing function and new customer market structures are debated, followed by a discussion of the intrinsic capabilities of scenario planning, as an environmental forecasting technique. Furthermore, we analyse the contribution of knowledge based systems to scenario planning and describe the design/development of an expert system at the Lake of Menteith gathering.
The purpose of this paper is to investigate how a combination of diverse sources of knowledge is important for generation of new ideas and address how institutional…
The purpose of this paper is to investigate how a combination of diverse sources of knowledge is important for generation of new ideas and address how institutional infrastructures and practices support integration of knowledge across organizations in medicine and life sciences.
The paper investigates new product ideas that emerge from hospital and university employees, and looks at the extent of interaction between clinical and scientific environments in the idea generation process. The paper utilizes data about all new product ideas within life science that were reported in South-Eastern Norway in 2009-2011, as well as information about the individuals and teams that had been involved in disclosing these ideas. Interviews with inventors have also been carried out.
Interaction and integration across scientific and clinical domains are common and important for generating new product ideas. More than half of the disclosed life science ideas in the database come from groups representing multiple institutions with both scientific and clinical units or from individuals with multiple institutional affiliations. The interviews indicate that the infrastructure for cross-domain interaction is well-developed, particularly for research activities, which has a positive effect on invention.
The paper uses an original data set of invention disclosures and investigates the hospital-science interface, which is a novel setting for studies of inventive activities.