WebJun 6, 2012 · In his article “An Average-Strike Put Option Model of the Marketability Discount,” Finnerty argues that “a better assumption is that the investor has no special timing ability, so the option to sell should be closer to a put on the average price.”. In using this model, Finnerty finds that it tends to understate the observed ... WebAn Average-Strike Put Option Model of the Marketability Discount. Finnerty, John D . Journal of Derivatives.

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WebFinnerty DLOM 10.97% Comparison of the Models It is instructive to make a comparison of the different models over a range of holding periods and volatilities. In common practice, … WebOur program, advancing the use of option formulas and probability outcomes to calculate DLOM, gives you full access to all Probability-Based DLOM information. We provide probability Estimators and DLOM Calculators to help you evaluate your alternatives. These tools will help you evaluate the sensitivity of your asset management and valuation ... canned willie

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http://www.willamette.com/insights_journal/17/winter_2024_5.pdf WebJun 12, 2012 · In his article “An Average-Strike Put Option Model of the Marketability Discount,” Finnerty argues that “a better assumption is that the investor has no special timing ability, so the option to sell should be closer to a put on the average price.”. In using this model, Finnerty finds that it tends to understate the observed ... WebTwo of Dr. Finnerty’s articles, “An Average-Strike Put Option Model of the Marketability Discount,” which was published in the Journal of Derivatives in 2012, and “The Impact of Stock Transfer Restrictions on the Private Placement Discount,” which was published in Financial Management in 2013, develop the average-strike put option ... canned wild salmon healthy