A novel fitted finite volume method for the Black–Scholes equation governing option pricing.
- Published in:
- IMA Journal of Numerical Analysis, 2004, v. 24, n. 4, p. 699, doi. 10.1093/imanum/24.4.699
- By:
- Publication type:
- Article
Works matching Black-Scholes Method for Pricing
Results: 37
1
2
An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps.
- Published in:
- Mathematical Methods in the Applied Sciences, 2021, v. 44, n. 2, p. 1843, doi. 10.1002/mma.6882
- By:
- Publication type:
- Article
3
A Novel Option Pricing Approach Using the Black-Scholes Model and Grey Forecasting Method.
- Published in:
- Journal of Grey System, 2022, v. 34, n. 4, p. 28
- By:
- Publication type:
- Article
4
On the Numerical Option Pricing Methods: Fractional Black-Scholes Equations with CEV Assets.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1463, doi. 10.1007/s10614-023-10482-4
- By:
- Publication type:
- Article
5
A Stable and Convergent Finite Difference Method for Fractional Black-Scholes Model of American Put Option Pricing.
- Published in:
- Computational Economics, 2019, v. 53, n. 1, p. 191, doi. 10.1007/s10614-017-9734-0
- By:
- Publication type:
- Article
6
Convertible Bond Pricing in Chinese Transportation Industry : A Comparison Methods Between Binomial Tree model and Black-Scholes Model.
- Published in:
- International Journal of Management, Finance & Accounting, 2024, v. 5, n. 2, p. 346, doi. 10.33093/ijomfa.2024.5.2.13
- By:
- Publication type:
- Article
7
A fractional reduced differential transform method for solving time fractional Black Scholes American option pricing equation.
- Published in:
- Creative Mathematics & Informatics, 2021, v. 30, n. 1, p. 1
- By:
- Publication type:
- Article
8
Option pricing and profitability: A comprehensive examination of machine learning, Black-Scholes, and Monte Carlo method.
- Published in:
- Communications for Statistical Applications & Methods, 2024, v. 31, n. 5, p. 585, doi. 10.29220/CSAM.2024.31.5.585
- By:
- Publication type:
- Article
9
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 6, p. 627, doi. 10.1002/fut.21909
- By:
- Publication type:
- Article
10
An efficient weak Galerkin finite element method for generalized Black–Scholes PDEs modelling option pricing.
- Published in:
- International Journal of Computer Mathematics, 2025, v. 102, n. 5, p. 761, doi. 10.1080/00207160.2025.2462079
- By:
- Publication type:
- Article
11
A high-order compact method for nonlinear Black-Scholes option pricing equations of American options.
- Published in:
- International Journal of Computer Mathematics, 2011, v. 88, n. 13, p. 2782, doi. 10.1080/00207160.2011.558574
- By:
- Publication type:
- Article
12
On Justifications for the ad hoc Black-Scholes Method of Option Pricing.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2010, v. 14, n. 1, p. 1
- By:
- Publication type:
- Article
13
Numerical methods for backward Markov chain driven Black-Scholes option pricing.
- Published in:
- Frontiers of Mathematics in China, 2011, v. 6, n. 1, p. 17, doi. 10.1007/s11464-010-0089-2
- By:
- Publication type:
- Article
14
Alternating direction implicit method for approximation solution of the HCIR model, including transaction costs in a Jump-Diffusion model.
- Published in:
- Computational Methods for Differential Equations, 2025, v. 13, n. 1, p. 339, doi. 10.22034/cmde.2024.58794.2490
- By:
- Publication type:
- Article
15
Analysis of a kernel-based method for some pricing financial options.
- Published in:
- Computational Methods for Differential Equations, 2024, v. 12, n. 1, p. 16, doi. 10.22034/cmde.2023.56236.2349
- By:
- Publication type:
- Article
16
A Hybrid Spectral-Finite Difference Method for Numerical Pricing of Time-Fractional Black–Scholes Equation.
- Published in:
- Computational Economics, 2024, v. 64, n. 2, p. 841, doi. 10.1007/s10614-023-10441-z
- By:
- Publication type:
- Article
17
Yatırım Kararlarının Değerlendirilmesinde Reel Opsiyon Yöntemi: Tekstil Sektörüne Ait Bir Yatırım Projesinin İncelenmesi.
- Published in:
- Verimlilik Dergisi, 2023, v. 57, n. 3, p. 563, doi. 10.51551/verimlilik.1150832
- By:
- Publication type:
- Article
18
Pricing of contract Call and Put Option of Corn with Black-Scholes and Binomial Tree Approaches.
- Published in:
- Journal of Agricultural Economics Researches, 2024, v. 16, n. 3, p. 116, doi. 10.30495/jae.2024.31816.2382
- By:
- Publication type:
- Article
19
A compact finite difference scheme for solving fractional Black-Scholes option pricing model.
- Published in:
- Journal of Inequalities & Applications, 2025, v. 2025, n. 1, p. 1, doi. 10.1186/s13660-025-03261-2
- By:
- Publication type:
- Article
20
The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 9, p. 1543, doi. 10.1080/14697688.2019.1622302
- By:
- Publication type:
- Article
21
A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances.
- Published in:
- Journal of Forecasting, 2003, v. 22, n. 4, p. 317, doi. 10.1002/for.867
- By:
- Publication type:
- Article
22
Exact retrospective Monte Carlo computation of arithmetic average Asian options.
- Published in:
- Monte Carlo Methods & Applications, 2007, v. 13, n. 2, p. 135, doi. 10.1515/mcma.2007.008
- By:
- Publication type:
- Article
23
PRICING CARBON CREDITS BASED ON MODIFIED BLACK-SCHOLES.
- Published in:
- Environmental Engineering & Management Journal (EEMJ), 2023, v. 22, n. 3, p. 473, doi. 10.30638/eemj.2023.037
- By:
- Publication type:
- Article
24
A Numerical Discussion for the European Put Option Model.
- Published in:
- Erzincan University Journal of Science & Technology, 2021, v. 14, n. 1, p. 132, doi. 10.18185/erzifbed.758426
- By:
- Publication type:
- Article
25
ESTIMAÇÃO DO PRÊMIO DE OPÇÕES ASIÁTICAS POR MONTE CARLO E QUASI-MONTE CARLO.
- Published in:
- Revista de Administração FACES Journal, 2012, v. 11, n. 4, p. 52
- By:
- Publication type:
- Article
26
A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities.
- Published in:
- Computing, 2006, v. 77, n. 3, p. 297, doi. 10.1007/s00607-006-0164-4
- By:
- Publication type:
- Article
27
Validation of a demand forecasting method based on a stochastic process using real-world data.
- Published in:
- Journal of Numerical Mathematics, 2010, v. 18, n. 2, p. 143, doi. 10.1515/JNUM.2010.007
- By:
- Publication type:
- Article
28
Ar-Ge projelerinin gerçek opsiyon değerleme bütünleşik bulanık çok ölçütlü modelle seçimi.
- Published in:
- ITU Journal Series D: Engineering, 2009, v. 8, n. 4, p. 95
- By:
- Publication type:
- Article
29
Solution of time fractional Black-Scholes European option pricing equation arising in financial market.
- Published in:
- Nonlinear Engineering, 2016, v. 5, n. 4, p. 269, doi. 10.1515/nleng-2016-0052
- By:
- Publication type:
- Article
30
On Estimating Conditional Heteroskedastic Models Using Empirical Likelihood Estimations.
- Published in:
- International Journal of Intelligent Technologies & Applied Statistics, 2012, v. 5, n. 2, p. 201
- By:
- Publication type:
- Article
31
On a Free Boundary Problem for American Options Under the Generalized Black–Scholes Model.
- Published in:
- Mathematics (2227-7390), 2020, v. 8, n. 9, p. 1563, doi. 10.3390/math8091563
- By:
- Publication type:
- Article
32
Finite Difference Method for the Multi-Asset Black–Scholes Equations.
- Published in:
- Mathematics (2227-7390), 2020, v. 8, n. 3, p. 391, doi. 10.3390/math8030391
- By:
- Publication type:
- Article
33
A HYBRID CHELYSHKOV WAVELET-FINITE DIFFERENCES METHOD FOR TIME-FRACTIONAL BLACK-SCHOLES EQUATION.
- Published in:
- Journal of Mahani Mathematical Research Center, 2024, v. 13, n. 2, p. 423, doi. 10.22103/jmmr.2024.22371.1526
- By:
- Publication type:
- Article
34
A BLACK-SCHOLES MODEL WITH GARCH VOLATILITY.
- Published in:
- Mathematical Scientist, 2010, v. 35, n. 1, p. 37
- By:
- Publication type:
- Article
35
A robust nonuniform B-spline collocation method for solving the generalized Black–Scholes equation.
- Published in:
- IMA Journal of Numerical Analysis, 2014, v. 34, n. 1, p. 252, doi. 10.1093/imanum/drs053
- By:
- Publication type:
- Article
36
On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities.
- Published in:
- IMA Journal of Numerical Analysis, 2010, v. 30, n. 4, p. 1101, doi. 10.1093/imanum/drp016
- By:
- Publication type:
- Article
37
Valuation of an option using non-parametric methods.
- Published in:
- Review of Derivatives Research, 2019, v. 22, n. 3, p. 419, doi. 10.1007/s11147-018-09153-6
- By:
- Publication type:
- Article