Results 121 to 130 of about 3,126,721 (184)

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

Numerical solution of Black-Scholes equation with radialbasis functions [PDF]

Black-Scholes denkleminin Radyal Temelli Fonksiyonlar (RBF) kullanılarak çözülmesi, özellikle sayısal çözümler için önemli bir yöntemdir. RBF'ler, genellikle diferansiyel denklemlerin çözümünde kullanılan güçlü bir araçtır.
Kuzu, Buse Nisa
core  

Random Neural Networks for Rough Volatility. [PDF]

Appl Math Optim
Jacquier A, Žurič Ž.
europepmc   +1 more source

Black-Scholes equation from Gauge Theory of Arbitrage

We apply Gauge Theory of Arbitrage (GTA) {hep-th/9710148} to derivative pricing. We show how the standard results of Black-Scholes analysis appear from GTA and derive correction to the Black-Scholes equation due to a virtual arbitrage and speculators ...
Kirill Ilinski, Gleb Kalinin
core  

Soil Microbial Assembly Mirrors a Savanna Mosaic Amid Plant Invasion and Soil Disturbance. [PDF]

Ecol Evol
Bowman EA, Smith AP, Rhodes AC, Plowes RM, Gilbert LE.   +4 more
europepmc   +1 more source

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, Ahmad S, Youniso B, Aldwoah K.   +3 more
europepmc   +1 more source

Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]

Sci Rep
Abdelwahed HG, Elbaz IM, Sohaly MA, Abdelrahman MAE, Alsarhan AF, Al-Rasheed AM.   +5 more
europepmc   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source

Symmetries of the Black-Scholes equation

We determine the algebra of isovectors for the Black--Scholes equation. As a consequence, we obtain some previously unknown families of transformations on the solutions.
Paul Lescot
core  

Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]

Sci Rep
Song L, Tan Y, Yu F, Luo Y, Zheng J.
europepmc   +1 more source