Results 91 to 100 of about 20,572,131 (220)
Abstract Since the beginning of industrialization, the economic viability of manufacturing companies relied on the exploitation of natural resources. From 2000 to 2019, the global consumption of raw materials surged by 65%, with 70% of these materials being non‐renewable.
Philipp Grimmel+9 more
wiley +1 more source
Understanding Black-Scholes Option Pricing Model [PDF]
Eun‐Kyung Lee, Yoon-Dong Lee
openalex +1 more source
The derivation of the Black-Scholes option pricing model, if covered in detail, is by far the most complicated among all major models in the finance curriculum.
Clarence C. Y. Kwan
doaj
Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models [PDF]
Shu Ho, Alan Lee, Alastair Marsden
openalex +1 more source
The Pricing and Hedging of an Attainable Claim in a Hybrid Black–Scholes Model under Regime Switching [PDF]
Kuanhou Tian, Yanfang Li, Guixin Hu
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THE ANALYTICAL SOLUTIONS OF EUROPEAN OPTIONS ON SHARES PRICING MODELS
The Black-Scholes options formula is the breakthrough in valuating options prices. However, the formula is heavily based on several assumptions that are not realistic in practice. The extensions of the assumptions are needed to make options pricing model
Andriansyah Andriansyah
doaj
This paper explores the implications of modifying the canonical Heisenberg commutation relations over two simple systems, such as the free particle and the tunnel effect generated by a step-like potential.
Mauricio Contreras González+2 more
doaj +1 more source
Formulating black Scholes equation using a jump diffusion Heston’s model [PDF]
Oduor D Brian
openalex +1 more source
Mispricing in the Black-Scholes model: an exploratory analysis
Kai-one Sriplung
openalex +2 more sources
Derivation of black Scholes equation using Heston’s model with dividend yielding asset [PDF]
Oduor D Brian
openalex +1 more source