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
Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model [PDF]
, 2000 Michael J. Stutzer
openalex +1 more source
European Option Pricing of Fractional Black-Scholes Model Using Sumudu Transform and its Derivatives
, 2016 In this work an analytical solution of Fractional Black-Scholes European option pricing equation is solved.The analytical solution is based on Sumudu Transform and its differential and integral properties.The obtained solution is presented in the form of
W. Khan, Faryal Aijaz Ansari
semanticscholar +1 more source
Contrasting Carbon and Water Flux Dynamics in an East African Rangeland and Cropland
Journal of Geophysical Research: Biogeosciences, Volume 130, Issue 10, October 2025.Abstract This study examines carbon (C) and water dynamics in two East African dryland ecosystems: a savanna rangeland grazed by livestock and wildlife, and a rainfed cropland under minimal tillage. Over 185 days, both systems were showed a similar magnitude of C emissions with differing temporal patterns.
Vincent Odongo +7 more
wiley +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
Local Volatility Changes in the Black-Scholes Model [PDF]
, 2000 Hans‐Peter Bermin +1 more
openalex +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
core
Visual information in the dark: Bioluminescence and perceptual design through evolution
Functional Ecology, Volume 39, Issue 10, Page 2611-2625, October 2025.Read the free Plain Language Summary for this article on the Journal blog. Abstract Bioluminescence offers a powerful framework for understanding how organisms evolve to shape visual information in diverse ways. Complementing studies of colour, transparency and pattern in illuminated environments, bioluminescent systems instead rely on generated light,
Todd H. Oakley
wiley +1 more source
Parametric Pricing of Higher Order Moments in S&P500 Options. [PDF]
A general parametric framework is developed for pricing S&P500 options. Skewness and leptokurtosis in stock returns as well as time-varying volatility are priced.
G.C. Lim, G.M. Martin, V.L. Martin
core
A Framework for Dynamic Assessment of Terrestrial Ecosystem Condition
Global Ecology and Biogeography, Volume 34, Issue 10, October 2025.ABSTRACT Aim The condition of terrestrial ecosystems (i.e., structure, function and composition) has been altered by increasing human pressure globally, affecting biodiversity and the sustainability of services that ecosystems provide. Effective conservation and restoration decisions will be supported by a continuous global fine‐scale assessment of ...
Jinyan Yang +8 more
wiley +1 more source