Results 91 to 100 of about 15,578,858 (194)
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
Fading Attention and the Pricing of Default Risk in the German Market for Structured Products
Journal of Futures Markets, Volume 46, Issue 10, Page 1787-1808, October 2026.ABSTRACT Structured retail products are unsecured bonds subject to the default risk of the issuer. We analyze the price‐setting policy of issuers with respect to this default risk. Using a long‐term data set of discount certificates in the German market, we apply a time series IVX‐approach to find that (i) quoted prices do depend on issuer default risk,
Rainer Baule, Falk Jensen
wiley +1 more source
Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
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BLACK-SCHOLES MODEL FOR EVALUATION OF OPTIONS [PDF]
, 2010 V diplomski nalogi obravnavam Black-Scholesov model vrednotenja opcij, ki sta ga leta 1973 razvila Fisher Black in Myron Scholes. Black-Scholesov model je primeren za vrednotenje več vrst opcij, vendar pa v praksi prihaja do velikih razhajanj med ...
Najvirt, Damir
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Journal of School Health, Volume 96, Issue 10, October 2026.ABSTRACT Background Vision impairment affects approximately 1 in 4 school‐aged children in the United States, and yet challenges in connecting to care exist. Poor vision has been linked to diminished academic performance, social development challenges, and poor mental health.
YuQing Xu, Xinxing Guo, Megan Collins
wiley +1 more source
„BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS” [PDF]
Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time.stocks, options ...
Turcan Radu Olimpiu Calin
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Advancing School‐Based Efforts to Reduce Trauma and Violence Influences on Youth
Journal of School Health, Volume 96, Issue 10, October 2026.ABSTRACT Background Trauma and violence exposure are critical barriers to educational equity, affecting student mental health and academic achievement. Despite growing attention to trauma‐informed practices in schools, implementation remains uneven and often overlooks the complexity of trauma experiences or their systemic roots.
Jerica Knox +2 more
wiley +1 more source
A Study on Black-Scholes Model and Implied Volatility
, 2009 [[abstract]]Black-Scholes Model, a famous options pricing theory, has been widely used to evaluate the price of financial derivatives. Despite of the fact that many scholars argued against the model and attempted to modify it, Black-Scholes Model, now an
Liao Hung-sheng
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Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English) [PDF]
The paper focuses on the replication of digital options under an incomplete model. Digital options are regularly applied in the hedging and static decomposition of many path-dependent options.
Tomáš Tichý
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Closed forms for European options in a local volatility model [PDF]
Because of its very general formulation, the local volatility model does not have an analytical solution for European options. In this article, we present a new methodology to derive closed form solutions for the price of any European options.
Emmanuel Gobet +2 more
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