Environmental Pollution Liability Insurance Pricing and the Solvency of Insurance Companies in China: Based on the Black-Scholes Model. [PDF]
Int J Environ Res Public Health, 2023 Chen S, Yang J.
europepmc +1 more source
Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Sci RepKumar S, Wilmott CM.
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Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
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Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System. [PDF]
Entropy (Basel)Abdalgadir LM +3 more
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A hybrid method for solution of the fractional black-scholes equation [PDF]
Bu tez çalışmasında, kesirli mertebeden türeve sahip Black-Scholes (BS) opsiyon fiyatlama denkleminin Conformable Laplace Ayrışım Yöntemi (CLAY) ile çözümüne yer verilmiştir.
Özçiftçi, Ayşe
core
Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]
Sci RepAbdelwahed HG +5 more
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Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]
Entropy (Basel)Nowak P, Gatarek D.
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Physics-informed neural networks with hybrid Kolmogorov-Arnold network and augmented Lagrangian function for solving partial differential equations. [PDF]
Sci RepZhang Z +5 more
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Implied value-at-risk and model-free simulation. [PDF]
Ann Oper Res, 2022 Bernard C, Perchiazzo A, Vanduffel S.
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Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]
Sci RepSong L, Tan Y, Yu F, Luo Y, Zheng J.
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