Numerical solution of the time fractional Black-Scholes model governing European options
Computers and Mathematics with Applications, 2016 Hongmei Zhang +3 more
semanticscholar +1 more source
Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps [PDF]
, 2018 Choi-Hong Lai
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Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps [PDF]
, 2023 Alberto Bueno-Guerrero, Steven P. Clark
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Ethnic differences in multimorbidity after accounting for social-economic factors, findings from The Health Survey for England. [PDF]
Eur J Public Health, 2023 Ng Fat L +5 more
europepmc +1 more source
The Black-Scholes type financial models and the arbitrage opportunities
, 2007 N. B. Sukhomlin
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T-Stability of the Euler-Maruyama Algorithm for the Generalized Black-Scholes Model with Fractional Brownian Motion [PDF]
, 2018 Hui Yu
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Implied value-at-risk and model-free simulation. [PDF]
Ann Oper Res, 2022 Bernard C, Perchiazzo A, Vanduffel S.
europepmc +1 more source
Perbandingan Model Black Scholes dan Brennan Schwartz untuk Menentukan Harga American Option
, 2007 Endah Rokhmati Puteri
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Black-Scholes Models with Inherited Time and Price Memory [PDF]
, 2019 Mahmoud Ali Jaradat
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The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis [PDF]
arXivThis paper introduces the Mixed Aggregate Preference Logit (MAPL, pronounced "maple'') model, a novel class of discrete choice models that leverages machine learning to model unobserved heterogeneity in discrete choice analysis. The traditional mixed logit model (also known as "random parameters logit'') parameterizes preference heterogeneity through ...
arxiv