A weighted finite difference method for subdiffusive Black Scholes Model [PDF]
Computers and Mathematics with Applications, 2019 G. Krzyzanowski +2 more
semanticscholar +1 more source
Limit behavior of the prices of a barrier option in the Black–Scholes model with random drift and volatility [PDF]
, 2012 Yuliya Mishura, Yu. V. Yukhnovs’kiĭ
openalex +1 more source
AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL [PDF]
, 2013 Darae Jeong +4 more
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A computational weighted finite difference method for American and barrier options in subdiffusive Black–Scholes model [PDF]
, 2020 Grzegorz Krzyżanowski, Marcin Magdziarz
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Valuation of 5G mmWave Fixed Wireless Access in Residence Area: Analysis of Real Option for Wireless Broadband Service in Kota Wisata Cibubur Using Decision Tree and Black Scholes Model [PDF]
, 2022 May Hendra Panjaitan, Catur Apriono
openalex +1 more source
The Extended Black-Scholes Model with-LAGS-and “Hedging Errors”
, 2003 Mondher Bellalah
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A Black–Scholes option pricing model with transaction costs
, 2004 Pablo Amster +3 more
openalex +1 more source
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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PERBANDINGAN MODEL OPSI BLACKSCHOLES DAN MODEL OPSI GARCH DI BURSA EFEK INDONESIA
Jurnal Keuangan dan Perbankan, 2017 The purpose of this research was to compare the accuracy of Black-Scholes Opt ionModel and GARCH opt ion models for Stock opt ion ut ilizing data f rom Ast ra, BCA, Indofoodand Telkom at the Indonesian Stock Exchange.
Riko Hendrawan
doaj