Results 101 to 110 of about 20,840,101 (209)
The Continuous Limit of GARCH Processess [PDF]
Contrary to popular belief, the diffusion limit of a GARCH variance process is not a diffusion model unless one makes a very specific assumption that cannot be generalized.
Carol Alexandra, Emese Lazar
core
Perbandingan Model Black Scholes dan Brennan Schwartz untuk Menentukan Harga American Option
, 2007 Endah Rokhmati Puteri
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Structural credit risk model driven by Lévy process under knight uncertainty. [PDF]
Ann Oper Res, 2023 Tang Z, Zhong B, Zhou L, Shen C.
europepmc +1 more source
Penerapan Model Harga Opsi Black-Scholes dalam Penetapan Premi Asuransi Jiwa Berjangka Unit Link [PDF]
, 2019 Felfin Ulfah Annisa +2 more
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Adaptive-Wave Alternative for the Black-Scholes Option Pricing Model
, 2009 Vladimir G. Ivancevic
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Black-Scholes Models with Inherited Time and Price Memory [PDF]
, 2019 Mahmoud Ali Jaradat
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Finite element solutions of the nonlinear RAPM Black-Scholes model
, 2021 Laila Zhexembay, Andrey Pak
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Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model
, 2010 Yan Dolinsky
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