Black-Scholes 模型下美式 期权定价的神经网络算法.
- Published in:
- 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
- By:
- Publication type:
- Article
Works matching Black-Scholes model
Results: 1333
1
2
The Impact of Market Liquidity on the Effectiveness of Option Valuation with the Black-Scholes-Merton Model Using the Example of the WIG20 Index.
- Published in:
- Financial Sciences / Nauki o Finansach, 2022, v. 27, n. 1, p. 58, doi. 10.15611/fins.2022.1.05
- By:
- Publication type:
- Article
3
Employee stock options and the flawed use of the Black–Scholes option pricing model.
- Published in:
- Journal of Corporate Accounting & Finance (Wiley), 2021, v. 32, n. 1, p. 7, doi. 10.1002/jcaf.22456
- By:
- Publication type:
- Article
4
On the Accuracy of Binomial Model for the Valuation of Standard Options with Dividend Yield in the Context of Black-Scholes Model.
- Published in:
- IAENG International Journal of Applied Mathematics, 2014, v. 44, n. 1, p. 33
- By:
- Publication type:
- Article
5
A Study of Black–Scholes Model's Applicability in Indian Capital Markets.
- Published in:
- Paradigm (09718907), 2020, v. 24, n. 1, p. 73, doi. 10.1177/0971890720914102
- By:
- Publication type:
- Article
6
Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters.
- Published in:
- Mathematical Methods in the Applied Sciences, 2018, v. 41, n. 12, p. 4417, doi. 10.1002/mma.4903
- By:
- Publication type:
- Article
7
Numerical analysis of time fractional Black–Scholes European option pricing model arising in financial market.
- Published in:
- Computational & Applied Mathematics, 2019, v. 38, n. 4, p. N.PAG, doi. 10.1007/s40314-019-0957-7
- By:
- Publication type:
- Article
8
Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries.
- Published in:
- Discrete & Continuous Dynamical Systems - Series S, 2020, v. 13, n. 10, p. 2841, doi. 10.3934/dcdss.2020122
- By:
- Publication type:
- Article
9
PARAMETER ESTIMATION IN A BLACK-SCHOLES MODEL.
- Published in:
- Thermal Science, 2018, p. S117, doi. 10.2298/TSCI170915277B
- By:
- Publication type:
- Article
10
Analytical and Numerical Solution for the Time Fractional Black-Scholes Model Under Jump-Diffusion.
- Published in:
- Computational Economics, 2024, v. 63, n. 5, p. 1853, doi. 10.1007/s10614-023-10386-3
- By:
- Publication type:
- Article
11
Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing.
- Published in:
- Computational Economics, 2023, v. 62, n. 3, p. 1155, doi. 10.1007/s10614-022-10295-x
- By:
- Publication type:
- Article
12
A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model.
- Published in:
- Computational Economics, 2020, v. 55, n. 1, p. 119, doi. 10.1007/s10614-019-09880-4
- By:
- Publication type:
- Article
13
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
14
A tempered subdiffusive Black–Scholes model.
- Published in:
- Fractional Calculus & Applied Analysis, 2024, v. 27, n. 4, p. 1800, doi. 10.1007/s13540-024-00276-2
- By:
- Publication type:
- Article
15
A meshless multiquadric quasi-interpolation method for time fractional Black–Scholes model.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 2, p. 1, doi. 10.1142/S2424786323500081
- By:
- Publication type:
- Article
16
Numerical Solution of Time Fractional Black–Scholes Model Based on Legendre Wavelet Neural Network with Extreme Learning Machine.
- Published in:
- Fractal & Fractional, 2022, v. 6, n. 7, p. 401, doi. 10.3390/fractalfract6070401
- By:
- Publication type:
- Article
17
Numerical Valuation of European and American Options under Fractional Black-Scholes Model.
- Published in:
- Fractal & Fractional, 2022, v. 6, n. 3, p. 143, doi. 10.3390/fractalfract6030143
- By:
- Publication type:
- Article
18
A COMPARATIVE ANALYSIS OF THE BLACK-SCHOLES-MERTON MODEL AND THE HESTON STOCHASTIC VOLATILITY MODEL.
- Published in:
- Ganit: Journal of Bangladesh Mathematical Society, 2019, n. 39, p. 127, doi. 10.3329/ganit.v39i0.44168
- By:
- Publication type:
- Article
19
Optimal algebra and power series solution of fractional Black-Scholes pricing model.
- Published in:
- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2021, v. 25, n. 8, p. 6075, doi. 10.1007/s00500-021-05600-z
- By:
- Publication type:
- Article
20
Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing.
- Published in:
- Mathematical Methods in the Applied Sciences, 2022, v. 45, n. 9, p. 5592, doi. 10.1002/mma.8130
- Publication type:
- Article
21
ON SOME GENERALIZATION OF THE COX-ROSS-RUBINSTEIN MODEL AND ITS ASYMPTOTICS OF BLACK-SCHOLES TYPE.
- Published in:
- Bulletin de la Société des Sciences et des Lettres de Lodz, 2014, v. 64, n. 1, p. 25
- By:
- Publication type:
- Article
22
Analytical Solution of the Time-fractional Order Black-Scholes Model for Stock Option Valuation on No Dividend Yield Basis.
- Published in:
- IAENG International Journal of Applied Mathematics, 2017, v. 47, n. 4, p. 47
- By:
- Publication type:
- Article
23
Analytical Solutions of the Black-Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method.
- Published in:
- Entropy, 2015, v. 17, n. 11, p. 7510, doi. 10.3390/e17117510
- By:
- Publication type:
- Article
24
Inverse Multiquadric Function to Price Financial Options under the Fractional Black–Scholes Model.
- Published in:
- Fractal & Fractional, 2022, v. 6, n. 10, p. N.PAG, doi. 10.3390/fractalfract6100599
- By:
- Publication type:
- Article
25
Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps.
- Published in:
- International Journal of Computer Mathematics, 2019, v. 96, n. 11, p. 2201, doi. 10.1080/00207160.2018.1542135
- By:
- Publication type:
- Article
26
Touchard wavelet technique for solving time-fractional Black–Scholes model.
- Published in:
- Computational & Applied Mathematics, 2022, v. 41, n. 4, p. 1, doi. 10.1007/s40314-022-01853-y
- By:
- Publication type:
- Article
27
Comparison of Black-Scholes and GARCH Option Models on The Jakarta Islamic Index with Collar Strategy.
- Published in:
- Journal of Finance & Banking Review (JFBR), 2023, v. 7, n. 4, p. 16, doi. 10.35609/jfbr.2023.7.4(2)
- By:
- Publication type:
- Article
28
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.
- Published in:
- Computational Management Science, 2019, v. 16, n. 1/2, p. 217, doi. 10.1007/s10287-018-0304-2
- By:
- Publication type:
- Article
29
Pricing European Options under Fractional Black-Scholes Model with a Weak Payoff Function.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 685, doi. 10.1007/s10614-017-9715-3
- By:
- Publication type:
- Article
30
Adaptive Wavelet Precise Integration Method for Nonlinear Black-Scholes Model Based on Variational Iteration Method.
- Published in:
- Abstract & Applied Analysis, 2013, p. 1, doi. 10.1155/2013/735919
- By:
- Publication type:
- Article
31
Fractional Black-Scholes Model and Technical Analysis of Stock Price.
- Published in:
- Journal of Applied Mathematics, 2013, p. 1, doi. 10.1155/2013/631795
- By:
- Publication type:
- Article
32
The Pricing and Hedging of an Attainable Claim in a Hybrid Black–Scholes Model under Regime Switching.
- Published in:
- Discrete Dynamics in Nature & Society, 2021, p. 1, doi. 10.1155/2021/5592901
- By:
- Publication type:
- Article
33
On Comparative Analysis for the Black-Scholes Model in the Generalized Fractional Derivatives Sense via Jafari Transform.
- Published in:
- Journal of Function Spaces, 2021, p. 1, doi. 10.1155/2021/7767848
- By:
- Publication type:
- Article
34
Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps.
- Published in:
- Mathematics (2227-7390), 2024, v. 12, n. 1, p. 82, doi. 10.3390/math12010082
- By:
- Publication type:
- Article
35
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
36
Quantum effects in an expanded Black–Scholes model.
- Published in:
- European Physical Journal B: Condensed Matter, 2022, v. 95, n. 8, p. 1, doi. 10.1140/epjb/s10051-022-00402-0
- By:
- Publication type:
- Article
37
A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model.
- Published in:
- Risks, 2023, v. 11, n. 2, p. 24, doi. 10.3390/risks11020024
- By:
- Publication type:
- Article
38
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2023, v. 26, n. 2/3, p. 1, doi. 10.1142/S021902492350005X
- By:
- Publication type:
- Article
39
Weak Approximation for a Black-Scholes Type Regime Switching Model.
- Published in:
- Applied Mathematical Finance, 2024, v. 31, n. 1, p. 1, doi. 10.1080/1350486X.2024.2360464
- By:
- Publication type:
- Article
40
Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes.
- Published in:
- Estudios Gerenciales, 2014, n. 133, p. 336, doi. 10.1016/j.estger.2014.01.021
- By:
- Publication type:
- Article
41
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
42
The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model.
- Published in:
- Computational Economics, 2023, v. 62, n. 4, p. 1845, doi. 10.1007/s10614-022-10322-x
- By:
- Publication type:
- Article
43
Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions.
- Published in:
- Computational Economics, 2023, v. 61, n. 3, p. 1207, doi. 10.1007/s10614-022-10242-w
- By:
- Publication type:
- Article
44
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
45
Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method.
- Published in:
- Abstract & Applied Analysis, 2013, p. 1, doi. 10.1155/2013/194286
- By:
- Publication type:
- Article
46
A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model.
- Published in:
- Abstract & Applied Analysis, 2022, p. 1, doi. 10.1155/2022/6385401
- By:
- Publication type:
- Article
47
Black-Scholes option pricing model: Comparison of h-convergence of the DG method with respect to boundary condition treatment.
- Published in:
- ECON - Journal of Economics, Management & Business, 2014, v. 24, n. 3, p. 141, doi. 10.7327/econ.2014.03.03
- By:
- Publication type:
- Article
48
Market Valuation and Risk Assessment of Indian Banks using Black-Scholes-Merton Model.
- Published in:
- Finance India, 2016, v. 30, n. 1, p. 65
- By:
- Publication type:
- Article
49
Applicability of Black-Scholes and Black's Option Pricing Models in Indian Derivatives Market.
- Published in:
- IUP Journal of Financial Risk Management, 2017, v. 14, n. 2, p. 61
- By:
- Publication type:
- Article
50
The Peculiar Logic of the Black-Scholes Model.
- Published in:
- Philosophy of Science, 2018, v. 85, n. 5, p. 1152, doi. 10.1086/699677
- By:
- Publication type:
- Article