Results 31 to 40 of about 33,051 (160)
پژوهشهای ریاضی, 2020 Introduction Fractional Differential Calculus (FDC) began in the 17th century and its initial discussions were related to the works of Leibniz, Lagrange, Abel and others.
Sedighe Sharifian +2 more
doaj
Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations [PDF]
, 2017 We analyze and calculate the early exercise boundary for a class of stationary generalized Black-Scholes equations in which the volatility function depends on the second derivative of the option price itself. A motivation for studying the nonlinear Black
Grossinho, Maria do Rosario +2 more
core +2 more sources
Remote Sensing in Ecology and Conservation, EarlyView.Imaging spectroscopy enables large‐scale biodiversity assessment, yet spectral diversity metrics are scale dependent. Across 15 NEON ecosystems, we find that spectral richness increases sub‐linearly from 3600 m2 to 4 km2, whereas spectral divergence shows weak or inconsistent scaling with area, underscoring the importance of scale‐aware interpretation ...
Meghan T. Hayden +8 more
wiley +1 more source
Qualitatively Stable Schemes for the Black–Scholes Equation
Fractal and Fractional, 2023 In this paper, the Black–Scholes equation is solved using a new technique. This scheme is derived by combining the Laplace transform method and the nonstandard finite difference (NSFD) strategy. The qualitative properties of the method are discussed, and
Mohammad Mehdizadeh Khalsaraei +5 more
doaj +1 more source
The Quantum Black-Scholes Equation [PDF]
, 2006 Motivated by the work of Segal and Segal on the Black-Scholes pricing formula in the quantum context, we study a quantum extension of the Black-Scholes equation within the context of Hudson-Parthasarathy quantum stochastic calculus.
Accardi, Luigi, Boukas, Andreas
core +1 more source
Liquid jet capabilities for ultrafast chemistry at the SwissFEL Alvra instrument
Journal of Synchrotron Radiation, EarlyView.The technical aspects of the Alvra endstation are outlined and its scientific capabilities are demonstrated with commissioning results obtained during the early years of SwissFEL's operation.The Alvra experimental station at the Swiss X‐ray free‐electron laser, SwissFEL, investigates ultrafast dynamics in chemical and biological systems using X‐ray ...
Claudio Cirelli +9 more
wiley +1 more source
Pseudo Hermitian formulation of Black-Scholes equation
, 2011 We show that the non Hermitian Black-Scholes Hamiltonian and its various generalizations are eta-pseudo Hermitian. The metric operator eta is explicitly constructed for this class of Hamitonians.
Ataullah +20 more
core +1 more source
The effect of addback statutes on CEO compensation
Accounting &Finance, Volume 65, Issue 1, Page 793-818, March 2025.Abstract Exploiting the adoption of addback statutes, which occurred at different times, as exogenous shocks to corporate taxable income, we examine the effect of tax policy changes on the compensation of chief executive officers (CEOs). We provide evidence that CEOs of firms headquartered in states affected by addback statutes experienced a decrease ...
Karel Hrazdil +3 more
wiley +1 more source
Options hedging under liquidity costs [PDF]
, 2006 Following the framework of Cetin, Jarrow and Protter (CJP) we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of the hedging strategies in a generalized Black-Scholes economy.
Cetin, Umut +3 more
core
Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying
American Journal of Political Science, EarlyView.Abstract Elections can lead to substantial policy changes and, thus, are a significant source of risk. Firms can respond to such policy uncertainty by lobbying, but it is hard to quantify whether they do so and, if so, how much lobbying benefits them. We construct a new dataset and leverage investors’ expectations of variability in stock returns in the
Kristy Buzard +2 more
wiley +1 more source