Quantum effects in an expanded Black-Scholes model. [PDF]
Eur Phys J B, 2022 Bhatnagar A, Vvedensky DD.
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Control of the Black-Scholes equation
, 2017 International audienceThe purpose of this work is to apply the results developped by J.Y. Chemin and Cl. David, to the Black-Scholes equation. This latter equation being directly linked to the heat equation, it enables us to propose a new approach ...
David, Claire
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Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]
Entropy (Basel)Abedi M.
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Iterative spectral methods for Hamilton-Jacobi-Bellman quasi-variational inequality in finance. [PDF]
PLoS OneLei M, Lu Z.
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The real option value of multistage agricultural research for development. [PDF]
PLoS OneSchiek B.
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„BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS” [PDF]
Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time.stocks, options ...
Turcan Radu Olimpiu Calin
core
Learning variable-order time fractional diffusion equations using Physics-Informed Neural Networks. [PDF]
PLoS OneRen L, Jin S.
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FINITE ELEMENT SOLUTIONS OF THE BLACK SCHOLES EQUATION
, 2019 Bu tez, Opsiyon Değerleme yöntemlerinden Black Scholes denkleminin sonlu eleman çözümleri üzerine tasarlanmıştır. Araştırmanın ilk bölümünde sonlu elemanlar yöntemi, opsiyonlar ve opsiyon fiyatlandırma yöntemi olan Black Scholes denklemi hakkında ...
Asar,Cihan
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Unlocking the financing potential of forest-based carbon assets: a valuation framework for pledge lending under uncertainty in China. [PDF]
Sci RepZhang Y, Zhang J.
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Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Sci RepKumar S, Wilmott CM.
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