{"id":"https://openalex.org/W2166230892","doi":"https://doi.org/10.1007/s10287-008-0085-0","title":"Computational methods for incentive option valuation","display_name":"Computational methods for incentive option valuation","publication_year":2008,"publication_date":"2008-12-15","ids":{"openalex":"https://openalex.org/W2166230892","doi":"https://doi.org/10.1007/s10287-008-0085-0","mag":"2166230892"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-008-0085-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-008-0085-0","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103579986","display_name":"Markku Kallio","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Markku Kallio","raw_affiliation_strings":["Helsinki School of Economics, Helsinki, Finland"],"affiliations":[{"raw_affiliation_string":"Helsinki School of Economics, Helsinki, Finland","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5073097923","display_name":"Antti Pirjet\u00e4","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Antti Pirjet\u00e4","raw_affiliation_strings":["Helsinki School of Economics, Helsinki, Finland"],"affiliations":[{"raw_affiliation_string":"Helsinki School of Economics, Helsinki, Finland","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5073097923"],"corresponding_institution_ids":[],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.7853,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.81179423,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"6","issue":"2","first_page":"209","last_page":"231"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9878000020980835,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12675","display_name":"Financial Reporting and Valuation Research","score":0.9836000204086304,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.6773731708526611},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.6331329345703125},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.5819990038871765},{"id":"https://openalex.org/keywords/ask-price","display_name":"Ask price","score":0.5322933793067932},{"id":"https://openalex.org/keywords/incentive","display_name":"Incentive","score":0.5052168965339661},{"id":"https://openalex.org/keywords/binary-option","display_name":"Binary option","score":0.4919307231903076},{"id":"https://openalex.org/keywords/bid-price","display_name":"Bid price","score":0.47360825538635254},{"id":"https://openalex.org/keywords/transaction-cost","display_name":"Transaction cost","score":0.46805304288864136},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.45894044637680054},{"id":"https://openalex.org/keywords/position","display_name":"Position (finance)","score":0.44964703917503357},{"id":"https://openalex.org/keywords/call-option","display_name":"Call option","score":0.43138349056243896},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.4300966262817383},{"id":"https://openalex.org/keywords/asian-option","display_name":"Asian option","score":0.39392906427383423},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15029305219650269}],"concepts":[{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.6773731708526611},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6331329345703125},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.5819990038871765},{"id":"https://openalex.org/C90329073","wikidata":"https://www.wikidata.org/wiki/Q914232","display_name":"Ask price","level":2,"score":0.5322933793067932},{"id":"https://openalex.org/C29122968","wikidata":"https://www.wikidata.org/wiki/Q1414816","display_name":"Incentive","level":2,"score":0.5052168965339661},{"id":"https://openalex.org/C36613032","wikidata":"https://www.wikidata.org/wiki/Q549269","display_name":"Binary option","level":4,"score":0.4919307231903076},{"id":"https://openalex.org/C76281924","wikidata":"https://www.wikidata.org/wiki/Q1499526","display_name":"Bid price","level":2,"score":0.47360825538635254},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.46805304288864136},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45894044637680054},{"id":"https://openalex.org/C198082294","wikidata":"https://www.wikidata.org/wiki/Q3399648","display_name":"Position (finance)","level":2,"score":0.44964703917503357},{"id":"https://openalex.org/C2777600642","wikidata":"https://www.wikidata.org/wiki/Q1508707","display_name":"Call option","level":2,"score":0.43138349056243896},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.4300966262817383},{"id":"https://openalex.org/C1898038","wikidata":"https://www.wikidata.org/wiki/Q728255","display_name":"Asian option","level":3,"score":0.39392906427383423},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15029305219650269}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10287-008-0085-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-008-0085-0","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:comgts:v:6:y:2009:i:2:p:209-231","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10287-008-0085-0","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W192309130","https://openalex.org/W1584411492","https://openalex.org/W1988403523","https://openalex.org/W2005158847","https://openalex.org/W2038495840","https://openalex.org/W2052313741","https://openalex.org/W2052333179","https://openalex.org/W2070060669","https://openalex.org/W2075630163","https://openalex.org/W2101984270","https://openalex.org/W2130798155","https://openalex.org/W2291688673","https://openalex.org/W2580645530","https://openalex.org/W2786741601","https://openalex.org/W3106992008","https://openalex.org/W3121734384","https://openalex.org/W3122637835","https://openalex.org/W3123093648","https://openalex.org/W3124877788","https://openalex.org/W3125963373","https://openalex.org/W4252707658"],"related_works":["https://openalex.org/W3201761445","https://openalex.org/W3034965081","https://openalex.org/W3031647261","https://openalex.org/W2902898608","https://openalex.org/W2896279455","https://openalex.org/W2237254267","https://openalex.org/W2485790693","https://openalex.org/W2372394234","https://openalex.org/W3178251513","https://openalex.org/W2479733336"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}