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A HYBRID CHELYSHKOV WAVELET-FINITE DIFFERENCES METHOD FOR TIME-FRACTIONAL BLACK-SCHOLES EQUATION.
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- Journal of Mahani Mathematical Research Center, 2024, v. 13, n. 2, p. 423, doi. 10.22103/jmmr.2024.22371.1526
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- Article
SYMMETRY PROPERTIES OF MODIFIED BLACK-SCHOLES EQUATION.
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- Quantitative Methods in Economics / Metody Ilościowe w Badaniach Ekonomicznych, 2021, v. 22, n. 2, p. 77, doi. 10.22630/MIBE.2021.22.2.7
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- Article
European Option Pricing of Fractional Black-Scholes Model Using Sumudu Transform and its Derivatives.
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- General Letters in Mathematics (GLM), 2016, v. 1, n. 3, p. 74
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- Article
Black-Scholes 模型下美式 期权定价的神经网络算法.
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- Journal of Jilin University (Science Edition) / Jilin Daxue Xuebao (Lixue Ban), 2021, v. 59, n. 5, p. 1089, doi. 10.13413/j.cnki.jdxblxb.2021197
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- Article
Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations.
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- Discrete Dynamics in Nature & Society, 2015, v. 2015, p. 1, doi. 10.1155/2015/359028
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- Article
Fractional Order Stochastic Differential Equation with Application in European Option Pricing.
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- Discrete Dynamics in Nature & Society, 2014, p. 1, doi. 10.1155/2014/621895
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- Article
Last-Passage American Cancelable Option in Lévy Models.
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- Journal of Risk & Financial Management, 2023, v. 16, n. 2, p. 82, doi. 10.3390/jrfm16020082
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- Article
Saddlepoint Method for Pricing European Options under Markov-Switching Heston's Stochastic Volatility Model.
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- Journal of Risk & Financial Management, 2022, v. 15, n. 9, p. N.PAG, doi. 10.3390/jrfm15090396
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- Article
On the Asymptotic Behavior of the Optimal Exercise Price Near Expiry of an American Put Option under Stochastic Volatility.
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- Journal of Risk & Financial Management, 2022, v. 15, n. 5, p. 189, doi. 10.3390/jrfm15050189
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- Article
Time-Discrete Hedging of Down-and-Out Puts with Overnight Trading Gaps.
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- Journal of Risk & Financial Management, 2022, v. 15, n. 1, p. 29, doi. 10.3390/jrfm15010029
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- Article
The Optimal Total Costs for Writing a Straddle.
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- International Journal of Business & Economics, 2012, v. 11, n. 1, p. 13
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- Article
On the practical point of view of option pricing.
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- Monte Carlo Methods & Applications, 2022, v. 28, n. 4, p. 307, doi. 10.1515/mcma-2022-2122
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- Article
A numerical scheme based on semi-static hedging strategy.
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- Monte Carlo Methods & Applications, 2014, v. 20, n. 4, p. 223, doi. 10.1515/mcma-2014-0002
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- Article
Competency of Monte Carlo and Black-Scholes in pricing Nifty index options: A vis-à-vis study.
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- Monte Carlo Methods & Applications, 2014, v. 20, n. 1, p. 61, doi. 10.1515/mcma-2013-0017
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- Article
Mispricing of the Black-Scholes-Merton Formula of Option Price when the Underlying Asset is distributed as a Bi-modal Distribution.
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- International Review of Accounting, Banking & Finance, 2022, v. 14, n. 2, p. 51
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- Article
Adomian decomposition method for analytical solution of a continuous arithmetic Asian option pricing model.
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- Telkomnika, 2019, v. 17, n. 2, p. 866, doi. 10.12928/TELKOMNIKA.v17i2.9179
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- Article
Distribution of Return Transition for Bohm-Vigier Stochastic Mechanics in Stock Market.
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- Symmetry (20738994), 2023, v. 15, n. 7, p. 1431, doi. 10.3390/sym15071431
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- Article
Uncertain Stochastic Optimal Control with Jump and Its Application in a Portfolio Game.
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- Symmetry (20738994), 2022, v. 14, n. 9, p. 1885, doi. 10.3390/sym14091885
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- Article
An Iteration Algorithm for American Options Pricing Based on Reinforcement Learning.
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- Symmetry (20738994), 2022, v. 14, n. 7, p. N.PAG, doi. 10.3390/sym14071324
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- Article
A Nonstandard Finite Difference Method for a Generalized Black–Scholes Equation.
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- Symmetry (20738994), 2022, v. 14, n. 1, p. 141, doi. 10.3390/sym14010141
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- Article
Invariant Solutions of Black–Scholes Equation with Ornstein–Uhlenbeck Process.
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- Symmetry (20738994), 2021, v. 13, n. 5, p. 847, doi. 10.3390/sym13050847
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- Article
Pricing Various Types of Power Options under Stochastic Volatility.
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- Symmetry (20738994), 2020, v. 12, n. 11, p. 1911, doi. 10.3390/sym12111911
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- Article
Fractional Riccati Equation and Its Applications to Rough Heston Model Using Numerical Methods.
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- Symmetry (20738994), 2020, v. 12, n. 6, p. 959, doi. 10.3390/sym12060959
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- Article
Black-Scholes Formula for Asian Option with Several Futures.
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- Armenian Journal of Mathematics, 2017, v. 9, n. 2, p. 84
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- Article
Determining the Extent of Economical Sustainability of a Case Study Milk Farm in Bosnia and Herzegovina Based on the Real Options Model.
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- Sustainability (2071-1050), 2022, v. 14, n. 19, p. 11993, doi. 10.3390/su141911993
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- Article
Analysis and Design of Interruptible Gas Contract in China under Energy Market Reform.
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- Sustainability (2071-1050), 2020, v. 12, n. 2, p. 506, doi. 10.3390/su12020506
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- Article
A Study of Black–Scholes Model's Applicability in Indian Capital Markets.
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- Paradigm (09718907), 2020, v. 24, n. 1, p. 73, doi. 10.1177/0971890720914102
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- Article
Lattice Boltzmann Method for the Generalized Black-Scholes Equation.
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- Advances in Mathematical Physics, 2023, p. 1, doi. 10.1155/2023/1812518
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- Article
ZDROJE A MEZE RACIONALITY OPČNÍHO OBCHODOVANÍ.
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- E+M Economics & Management / E+M Ekonomie a Management, 2013, v. 2013, n. 4, p. 143
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- Article
Pricing Basket Options by Polynomial Approximations.
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- Journal of Applied Mathematics, 2016, p. 1, doi. 10.1155/2016/9747394
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- Article
Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate.
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- Journal of Applied Mathematics, 2014, p. 1, doi. 10.1155/2014/759562
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- Article
Fractional Black-Scholes Model and Technical Analysis of Stock Price.
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- Journal of Applied Mathematics, 2013, p. 1, doi. 10.1155/2013/631795
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- Article
A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model.
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- Abstract & Applied Analysis, 2022, p. 1, doi. 10.1155/2022/6385401
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- Article
The Brownian Motion in Finance: An Epistemological Puzzle.
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- Topoi: An International Review of Philosophy, 2021, v. 40, n. 4, p. 1, doi. 10.1007/s11245-019-09660-7
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- Article
The Role of the Volatility in the Option Market.
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- AppliedMath, 2023, v. 3, n. 4, p. 882, doi. 10.3390/appliedmath3040047
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- Article
Deep Calibration with Artificial Neural Network: A Performance Comparison on Option-Pricing Models.
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- Journal of Financial Data Science, 2023, v. 5, n. 4, p. 100, doi. 10.3905/jfds.2023.1.140
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- Article
A Numerical Discussion for the European Put Option Model.
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- Erzincan University Journal of Science & Technology, 2021, v. 14, n. 1, p. 132, doi. 10.18185/erzifbed.758426
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- Article
Option Pricing Based on Modified Advection-Dispersion Equation: Stochastic Representation and Applications.
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- Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/7168571
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- Article
On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model.
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- Risks, 2023, v. 11, n. 6, p. 111, doi. 10.3390/risks11060111
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- Article
A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model.
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- Risks, 2023, v. 11, n. 2, p. 24, doi. 10.3390/risks11020024
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- Article
Effect of Stop-Loss Reinsurance on Primary Insurer Solvency.
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- Risks, 2022, v. 10, n. 10, p. N.PAG, doi. 10.3390/risks10100193
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- Article
Pricing Options with Vanishing Stochastic Volatility.
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- Risks, 2022, v. 10, n. 9, p. N.PAG, doi. 10.3390/risks10090175
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- Article
American Options on High Dividend Securities: A Numerical Investigation.
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- Risks, 2019, v. 7, n. 2, p. 59, doi. 10.3390/risks7020059
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- Article
Pricing Options and Computing Implied Volatilities using Neural Networks.
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- Risks, 2019, v. 7, n. 1, p. 16, doi. 10.3390/risks7010016
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- Article
Numerical Solution of Fractional Black-Scholes Equation by Using the Multivariate Padé Approximation.
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- Acta Physica Polonica: A, 2017, v. 132, n. 3, p. 1050, doi. 10.12693/APhysPolA.132.1050
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- Article
Black-Scholes option pricing model: Comparison of h-convergence of the DG method with respect to boundary condition treatment.
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- ECON - Journal of Economics, Management & Business, 2014, v. 24, n. 3, p. 141, doi. 10.7327/econ.2014.03.03
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- Article
Valuation of financial derivatives.
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- ECON - Journal of Economics, Management & Business, 2014, v. 24, n. 3, p. 131, doi. 10.7327/econ.2014.03.02
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- Article
A parametrized barycentric approximation for inverse problems with application to the Black-Scholes formula.
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- IMA Journal of Numerical Analysis, 2018, v. 38, n. 2, p. 976, doi. 10.1093/imanum/drx020
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- Article
Applicability of Black-Scholes and Black's Option Pricing Models in Indian Derivatives Market.
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- IUP Journal of Financial Risk Management, 2017, v. 14, n. 2, p. 61
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- Article
Does family ownership always reduce default risk?
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- Accounting & Finance, 2021, v. 61, n. 3, p. 4025, doi. 10.1111/acfi.12725
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- Article