Option pricing: The empirical tests of the black-scholes pricing formula and the feed-forward network [PDF]
, 2009 In this article we evaluate the pricing performance of the rather simple but revolutionary Black-Scholes model and one of the more complex techniques (neural networks) on the European-style S&P Index call and put options over the period of 1.6.2006 till ...
Vlasáková Baruníková, Michaela
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Global Natural Soil N2O Emissions: An Analysis With a Global Biogeochemistry Model From 1990 to 2023
Global Biogeochemical Cycles, Volume 40, Issue 4, April 2026.Abstract Atmospheric N2O, the dominant ozone‐depleting substance and a potent greenhouse gas, has risen notably over recent decades. Using a process‐based model, we simulated the sensitivity of N2O emissions from undisturbed natural soils to the representation of historical land‐cover change from 1990 to 2023 by factoring the effects of atmospheric ...
Ye Yuan, Qianlai Zhuang
wiley +1 more source
Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [PDF]
Mathematics and Modeling in FinanceThis study suggests a novel approach for calibrating European option pricing model by a hybrid model based on the optimized artificial neural network and Black-Scholes model.
Farshid Mehrdoust, Maryam Noorani
doaj +1 more source
Option Pricing: The empirical tests of the Black-Scholes pricing formula and the feed-forward networks [PDF]
In this article we evaluate the pricing performance of the rather simple but revolutionary Black-Scholes model and one of the more complex techniques (neural networks) on the European-style S&P Index call and put options over the period of 1.6.2006 till ...
Michaela Vlasáková Baruníková
core +1 more source
Race‐related research in economics
Economica, Volume 93, Issue 370, Page 403-438, April 2026.Abstract Issues of racial justice and economic inequalities between racial and ethnic groups have risen to the top of public debate. Economists' ability to contribute to these debates is based on the body of race‐related research. We study the volume and content of race‐related research in economics.
Arun Advani +4 more
wiley +1 more source
On CAPM and Black-Scholes, differing risk-return strategies [PDF]
In their path-finding 1973 paper Black and Scholes presented two separate derivations of their famous option pricing partial differential equation (pde).
Gunaratne, Gemunu H. +1 more
core +1 more source
A Linear Algorithm for Black Scholes Economic Model [PDF]
The pricing of options is a very important problem encountered in financial domain. The famous Black-Scholes model provides explicit closed form solution for the values of certain (European style) call and put options.
Dumitru FANACHE, Ion SMEUREANU
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Penentuan Nilai Opsi Call Eropa Dengan Pembayaran Dividen
Sainsmat, 2016 Fluktuasi harga saham menyebabkan perdagangan saham memiliki resiko. Opsi merupakan alternatif untuk mengurangi resiko dalam perdagangan saham. Opsi Eropa adalah suatu kontrak keuangan yang memberikan hak, bukan kewajiban, kepada holder, untuk membeli ...
Diana Purwandari
doaj +1 more source
Convergence Numerically of Trinomial Modelin European Option Pricing
International Research Journal of Business Studies, 2014 A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price.
Entit Puspita +2 more
doaj
A closed-form GARCH option pricing model [PDF]
This paper develops a closed-form option pricing formula for a spot asset whose variance follows a GARCH process. The model allows for correlation between returns of the spot asset and variance and also admits multiple lags in the dynamics of the GARCH ...
Saikat Nandi, Steven L. Heston
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