Works matching DE "BLACK-Scholes model"
Results: 439
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
A Comprehensive Python Tool for Interval Valued Bipolar Neutrosophic Sets and Operations.
- Published in:
- Journal of Fuzzy Extension & Applications (JFEA), 2025, v. 6, n. 1, p. 190, doi. 10.22105/jfea.2024.446338.1395
- By:
- Publication type:
- Article
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth.
- Published in:
- Methodology & Computing in Applied Probability, 2019, v. 21, n. 1, p. 331, doi. 10.1007/s11009-018-9650-3
- By:
- Publication type:
- Article
On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model.
- Published in:
- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 107, doi. 10.1007/s11009-014-9399-2
- By:
- Publication type:
- Article
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
A Hybrid Monte Carlo and Finite Difference Method for Option Pricing.
- Published in:
- Computational Economics, 2019, v. 53, n. 1, p. 111, doi. 10.1007/s10614-017-9730-4
- By:
- Publication type:
- Article
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
Finite Difference Method for the Black-Scholes Equation Without Boundary Conditions.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 961, doi. 10.1007/s10614-017-9653-0
- By:
- Publication type:
- Article
Detection of Mispricing in the Black-Scholes PDE Using the Derivative-Free Nonlinear Kalman Filter.
- Published in:
- Computational Economics, 2017, v. 50, n. 1, p. 1, doi. 10.1007/s10614-016-9575-2
- By:
- Publication type:
- Article
A New Stable Local Radial Basis Function Approach for Option Pricing.
- Published in:
- Computational Economics, 2017, v. 49, n. 2, p. 271, doi. 10.1007/s10614-016-9561-8
- By:
- Publication type:
- Article
A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters.
- Published in:
- Computational Economics, 2016, v. 48, n. 1, p. 131, doi. 10.1007/s10614-015-9506-7
- By:
- Publication type:
- Article
The Stability Analysis of Predictor-Corrector Method in Solving American Option Pricing Model.
- Published in:
- Computational Economics, 2016, v. 47, n. 2, p. 255, doi. 10.1007/s10614-015-9483-x
- By:
- Publication type:
- Article
Option Pricing and Distribution Characteristics.
- Published in:
- Computational Economics, 2015, v. 45, n. 4, p. 579, doi. 10.1007/s10614-014-9441-z
- By:
- Publication type:
- Article
Efficient High-Order Numerical Methods for Pricing of Options.
- Published in:
- Computational Economics, 2015, v. 45, n. 1, p. 31, doi. 10.1007/s10614-013-9405-8
- By:
- Publication type:
- Article
A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options.
- Published in:
- Computational Economics, 2014, v. 44, n. 2, p. 153, doi. 10.1007/s10614-013-9388-5
- By:
- Publication type:
- Article
Using an option pricing approach to evaluate strategic decisions in a rapidly changing climate: Black-Scholes and climate change.
- Published in:
- Climatic Change, 2017, v. 140, n. 3/4, p. 437, doi. 10.1007/s10584-016-1860-5
- By:
- Publication type:
- Article
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
Improvized implied volatility function and nonparametric approach to unbiased estimation.
- Published in:
- International Journal of Financial Engineering, 2023, v. 10, n. 1, p. 1, doi. 10.1142/S2424786322500323
- By:
- Publication type:
- Article
Exchange option valuation using Liu process.
- Published in:
- International Journal of Financial Engineering, 2022, v. 9, n. 2, p. 1, doi. 10.1142/S2424786321500183
- By:
- Publication type:
- Article
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
Using a Mix of Finite Difference Methods and Fractional Differential Transformations to Solve Modified Black–Scholes Fractional Equations.
- Published in:
- Mathematics (2227-7390), 2024, v. 12, n. 7, p. 1077, doi. 10.3390/math12071077
- By:
- Publication type:
- Article
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
Pricing of Arithmetic Average Asian Option by Combining Variance Reduction and Quasi-Monte Carlo Method.
- Published in:
- Mathematics (2227-7390), 2023, v. 11, n. 3, p. 594, doi. 10.3390/math11030594
- By:
- Publication type:
- Article
Analytical Investigation of Some Time-Fractional Black–Scholes Models by the Aboodh Residual Power Series Method.
- Published in:
- Mathematics (2227-7390), 2023, v. 11, n. 2, p. 276, doi. 10.3390/math11020276
- By:
- Publication type:
- Article
Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations.
- Published in:
- Mathematics (2227-7390), 2022, v. 10, n. 22, p. 4190, doi. 10.3390/math10224190
- By:
- Publication type:
- Article
Convergence of Inverse Volatility Problem Based on Degenerate Parabolic Equation.
- Published in:
- Mathematics (2227-7390), 2022, v. 10, n. 15, p. 2608, doi. 10.3390/math10152608
- By:
- Publication type:
- Article
A Modified Black-Scholes-Merton Model for Option Pricing.
- Published in:
- Mathematics (2227-7390), 2022, v. 10, n. 9, p. 1492, doi. 10.3390/math10091492
- By:
- Publication type:
- Article
Coupling Technique of Haar Wavelet Transform and Variational Iteration Method for a Nonlinear Option Pricing Model.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 14, p. 1642, doi. 10.3390/math9141642
- By:
- Publication type:
- Article
Pricing options on investment project expansions under commodity price uncertainty.
- Published in:
- Journal of Industrial & Management Optimization, 2019, v. 15, n. 1, p. 261, doi. 10.3934/jimo.2018042
- By:
- Publication type:
- Article
Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network.
- Published in:
- Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-77073-7
- By:
- Publication type:
- Article
A combinatorial optimization model for enterprise patent transfer.
- Published in:
- Information Technology & Management, 2015, v. 16, n. 4, p. 327, doi. 10.1007/s10799-014-0207-z
- By:
- Publication type:
- Article
Testing for non-linear and time irreversible probabilistic structure in high frequency financial time series data.
- Published in:
- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2014, v. 177, n. 3, p. 643, doi. 10.1111/rssa.12037
- By:
- Publication type:
- Article
EMPIRICAL DISTRIBUTIONS OF NIFTY RETURNS FROM 1991 TO 2010.
- Published in:
- Hyperion International Journal of Econophysics & New Economy, 2013, v. 6, n. 2, p. 265
- By:
- Publication type:
- Article
Mispricing of the Black-Scholes-Merton Formula of Option Price when the Underlying Asset is distributed as a Bi-modal Distribution.
- Published in:
- International Review of Accounting, Banking & Finance, 2022, v. 14, n. 2, p. 51
- By:
- Publication type:
- Article
Distribution of Return Transition for Bohm-Vigier Stochastic Mechanics in Stock Market.
- Published in:
- Symmetry (20738994), 2023, v. 15, n. 7, p. 1431, doi. 10.3390/sym15071431
- By:
- Publication type:
- Article
Uncertain Stochastic Optimal Control with Jump and Its Application in a Portfolio Game.
- Published in:
- Symmetry (20738994), 2022, v. 14, n. 9, p. 1885, doi. 10.3390/sym14091885
- By:
- Publication type:
- Article
An Iteration Algorithm for American Options Pricing Based on Reinforcement Learning.
- Published in:
- Symmetry (20738994), 2022, v. 14, n. 7, p. N.PAG, doi. 10.3390/sym14071324
- By:
- Publication type:
- Article
A Nonstandard Finite Difference Method for a Generalized Black–Scholes Equation.
- Published in:
- Symmetry (20738994), 2022, v. 14, n. 1, p. 141, doi. 10.3390/sym14010141
- By:
- Publication type:
- Article
Invariant Solutions of Black–Scholes Equation with Ornstein–Uhlenbeck Process.
- Published in:
- Symmetry (20738994), 2021, v. 13, n. 5, p. 847, doi. 10.3390/sym13050847
- By:
- Publication type:
- Article
Pricing Various Types of Power Options under Stochastic Volatility.
- Published in:
- Symmetry (20738994), 2020, v. 12, n. 11, p. 1911, doi. 10.3390/sym12111911
- By:
- Publication type:
- Article
Fractional Riccati Equation and Its Applications to Rough Heston Model Using Numerical Methods.
- Published in:
- Symmetry (20738994), 2020, v. 12, n. 6, p. 959, doi. 10.3390/sym12060959
- By:
- Publication type:
- Article
Determining the Extent of Economical Sustainability of a Case Study Milk Farm in Bosnia and Herzegovina Based on the Real Options Model.
- Published in:
- Sustainability (2071-1050), 2022, v. 14, n. 19, p. 11993, doi. 10.3390/su141911993
- By:
- Publication type:
- Article
Analysis and Design of Interruptible Gas Contract in China under Energy Market Reform.
- Published in:
- Sustainability (2071-1050), 2020, v. 12, n. 2, p. 506, doi. 10.3390/su12020506
- By:
- Publication type:
- Article
PARAMETER ESTIMATION IN A BLACK-SCHOLES MODEL.
- Published in:
- Thermal Science, 2018, p. S117, doi. 10.2298/TSCI170915277B
- By:
- Publication type:
- Article
An empirical study on asymmetric jump diffusion for option and annuity pricing.
- Published in:
- PLoS ONE, 2019, v. 14, n. 5, p. 1, doi. 10.1371/journal.pone.0216529
- By:
- Publication type:
- Article
Evaluación de un proyecto de inversión usando opciones reales para diferenciar el aguacate.
- Published in:
- Estudios Sociales: Revista de Alimentación Contemporánea y Desarrollo Regional, 2016, v. 24, n. 47, p. 1
- By:
- Publication type:
- Article
Asymptotic synthesis of contingent claims with controlled risk in a sequence of discrete‐time markets.
- Published in:
- Theoretical Economics, 2021, v. 16, n. 1, p. 25, doi. 10.3982/TE4034
- By:
- Publication type:
- Article
Novel ANN Method for Solving Ordinary and Time-Fractional Black–Scholes Equation.
- Published in:
- Complexity, 2021, p. 1, doi. 10.1155/2021/5511396
- By:
- Publication type:
- Article
Novel ANN Method for Solving Ordinary and Time-Fractional Black–Scholes Equation.
- Published in:
- Complexity, 2021, p. 1, doi. 10.1155/2021/5511396
- By:
- Publication type:
- Article
Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function.
- Published in:
- Asia-Pacific Financial Markets, 2017, v. 24, n. 4, p. 291, doi. 10.1007/s10690-017-9234-1
- By:
- Publication type:
- Article