Works matching Black-Scholes Method for Pricing
Results: 34
A novel fitted finite volume method for the Black–Scholes equation governing option pricing.
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- IMA Journal of Numerical Analysis, 2004, v. 24, n. 4, p. 699, doi. 10.1093/imanum/24.4.699
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- Article
An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps.
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- Mathematical Methods in the Applied Sciences, 2021, v. 44, n. 2, p. 1843, doi. 10.1002/mma.6882
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A Stable and Convergent Finite Difference Method for Fractional Black-Scholes Model of American Put Option Pricing.
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- Computational Economics, 2019, v. 53, n. 1, p. 191, doi. 10.1007/s10614-017-9734-0
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A fractional reduced differential transform method for solving time fractional Black Scholes American option pricing equation.
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- Creative Mathematics & Informatics, 2021, v. 30, n. 1, p. 1
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Option pricing and profitability: A comprehensive examination of machine learning, Black-Scholes, and Monte Carlo method.
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- Communications for Statistical Applications & Methods, 2024, v. 31, n. 5, p. 585, doi. 10.29220/CSAM.2024.31.5.585
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Numerical methods for backward Markov chain driven Black-Scholes option pricing.
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- Frontiers of Mathematics in China, 2011, v. 6, n. 1, p. 17, doi. 10.1007/s11464-010-0089-2
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- Article
A high-order compact method for nonlinear Black-Scholes option pricing equations of American options.
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- International Journal of Computer Mathematics, 2011, v. 88, n. 13, p. 2782, doi. 10.1080/00207160.2011.558574
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- Article
Convertible Bond Pricing in Chinese Transportation Industry : A Comparison Methods Between Binomial Tree model and Black-Scholes Model.
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- International Journal of Management, Finance & Accounting, 2024, v. 5, n. 2, p. 346, doi. 10.33093/ijomfa.2024.5.2.13
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On Justifications for the ad hoc Black-Scholes Method of Option Pricing.
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- Studies in Nonlinear Dynamics & Econometrics, 2010, v. 14, n. 1, p. 1
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On the Numerical Option Pricing Methods: Fractional Black-Scholes Equations with CEV Assets.
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- Computational Economics, 2024, v. 64, n. 3, p. 1463, doi. 10.1007/s10614-023-10482-4
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Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options.
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- Journal of Futures Markets, 2018, v. 38, n. 6, p. 627, doi. 10.1002/fut.21909
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A Novel Option Pricing Approach Using the Black-Scholes Model and Grey Forecasting Method.
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- Journal of Grey System, 2022, v. 34, n. 4, p. 28
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- Article
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
A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances.
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- Journal of Forecasting, 2003, v. 22, n. 4, p. 317, doi. 10.1002/for.867
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- Article
PRICING CARBON CREDITS BASED ON MODIFIED BLACK-SCHOLES.
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- Environmental Engineering & Management Journal (EEMJ), 2023, v. 22, n. 3, p. 473, doi. 10.30638/eemj.2023.037
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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
A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities.
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- Computing, 2006, v. 77, n. 3, p. 297, doi. 10.1007/s00607-006-0164-4
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- Article
Ar-Ge projelerinin gerçek opsiyon değerleme bütünleşik bulanık çok ölçütlü modelle seçimi.
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- ITU Journal Series D: Engineering, 2009, v. 8, n. 4, p. 95
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- Article
A Hybrid Spectral-Finite Difference Method for Numerical Pricing of Time-Fractional Black–Scholes Equation.
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- Computational Economics, 2024, v. 64, n. 2, p. 841, doi. 10.1007/s10614-023-10441-z
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- Article
Validation of a demand forecasting method based on a stochastic process using real-world data.
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- Journal of Numerical Mathematics, 2010, v. 18, n. 2, p. 143, doi. 10.1515/JNUM.2010.007
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The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios.
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- Quantitative Finance, 2019, v. 19, n. 9, p. 1543, doi. 10.1080/14697688.2019.1622302
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- Article
On Estimating Conditional Heteroskedastic Models Using Empirical Likelihood Estimations.
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- International Journal of Intelligent Technologies & Applied Statistics, 2012, v. 5, n. 2, p. 201
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- Article
ESTIMAÇÃO DO PRÊMIO DE OPÇÕES ASIÁTICAS POR MONTE CARLO E QUASI-MONTE CARLO.
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- Revista de Administração FACES Journal, 2012, v. 11, n. 4, p. 52
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- Article
Alternating direction implicit method for approximation solution of the HCIR model, including transaction costs in a Jump-Diffusion model.
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- Computational Methods for Differential Equations, 2025, v. 13, n. 1, p. 339, doi. 10.22034/cmde.2024.58794.2490
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Analysis of a kernel-based method for some pricing financial options.
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- Computational Methods for Differential Equations, 2024, v. 12, n. 1, p. 16, doi. 10.22034/cmde.2023.56236.2349
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- Article
On a Free Boundary Problem for American Options Under the Generalized Black–Scholes Model.
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- Mathematics (2227-7390), 2020, v. 8, n. 9, p. 1563, doi. 10.3390/math8091563
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Finite Difference Method for the Multi-Asset Black–Scholes Equations.
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- Mathematics (2227-7390), 2020, v. 8, n. 3, p. 391, doi. 10.3390/math8030391
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Solution of time fractional Black-Scholes European option pricing equation arising in financial market.
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- Nonlinear Engineering, 2016, v. 5, n. 4, p. 269, doi. 10.1515/nleng-2016-0052
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A BLACK-SCHOLES MODEL WITH GARCH VOLATILITY.
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- Mathematical Scientist, 2010, v. 35, n. 1, p. 37
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Yatırım Kararlarının Değerlendirilmesinde Reel Opsiyon Yöntemi: Tekstil Sektörüne Ait Bir Yatırım Projesinin İncelenmesi.
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- Verimlilik Dergisi, 2023, v. 57, n. 3, p. 563, doi. 10.51551/verimlilik.1150832
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Exact retrospective Monte Carlo computation of arithmetic average Asian options.
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- Monte Carlo Methods & Applications, 2007, v. 13, n. 2, p. 135, doi. 10.1515/mcma.2007.008
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A robust nonuniform B-spline collocation method for solving the generalized Black–Scholes equation.
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- IMA Journal of Numerical Analysis, 2014, v. 34, n. 1, p. 252, doi. 10.1093/imanum/drs053
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- Article
On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities.
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- IMA Journal of Numerical Analysis, 2010, v. 30, n. 4, p. 1101, doi. 10.1093/imanum/drp016
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- Article
Valuation of an option using non-parametric methods.
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- Review of Derivatives Research, 2019, v. 22, n. 3, p. 419, doi. 10.1007/s11147-018-09153-6
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- Article