Skip to content
Option-Based Methods for DLOM
At the end of this survey you can choose to try out a new calculator for DLOM using the Margrabe options approach being developed by Dr. Ashok Abbott (West Virginia University).
*
1.
Which of the following option-based methods do you use to estimate a DLOM?
(Required.)
Always
Mostly
Sometimes
Never
Chaffe Put Option Model
Always
Mostly
Sometimes
Never
Shout DLOM Put Model
Always
Mostly
Sometimes
Never
Longstaff Lookback Put Model
Always
Mostly
Sometimes
Never
Finnerty Average Put Model
Always
Mostly
Sometimes
Never
Ghaidarov Average Put Model
Always
Mostly
Sometimes
Never
Other
Always
Mostly
Sometimes
Never
N/A - I do not use an option-based method for DLOM
Always
Mostly
Sometimes
Never
Other (please specify the other option-based method you use)
*
2.
Do you use any prepackaged software to estimate a DLOM?
(Required.)
Yes
No
3.
If"yes" to the previous question, which of the following software tools have you used? (Select all that apply)
VFC DLOM Calculator
VPS DLOM Toolkit
Pluris DLOM Database
Stout DLOM Calculator
Other (please specify)
*
4.
What do you consider the most crucial factors that would motivate you to use a software tool for estimating a DLOM? (select all that apply)
(Required.)
Ease of use
Has been peer-reviewed
Has been used successfully in court
Has a comprehensive user's guide
Low price
Cannot be perceived as a "black box"
It is used by leaders in the profession
Output can be easily manipulated
Other (please specify)
*
5.
Would you like to try a new tool for calculating DLOM? It uses the Margrabe options approach.
(Required.)
Yes
No