Results 101 to 110 of about 58,908 (171)

Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model

Risks
We present a unified, market-complete model that integrates both Bachelier and Black–Scholes–Merton frameworks for asset pricing. The model allows for the study, within a unified framework, of asset pricing in a natural world that experiences the ...
W. Brent Lindquist, Svetlozar T. Rachev, Jagdish Gnawali, Frank J. Fabozzi   +3 more
doaj   +1 more source

Determining the implied volatility in the Dupire equation for vanilla European call options

, 2013
The Black-Scholes model gives vanilla Europen call option prices as a function of the volatility. We prove Lipschitz stability in the inverse problem of determining the implied volatility, which is a function of the underlying asset, from a collection of
Bellassoued, Mourad, Brummelhuis, Raymond, Cristofol, Michel, Soccorsi, Eric   +3 more
core   +2 more sources

The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting [PDF]

Based on the DF structure models for option pricing (F. Dai, 2005), this paper discusses further the DF structure models on three cases, i.e., the underlying stock being dividend-paid, capital-split or dividend-paid and capital-split.
Feng Dai
core  

Hip Joint Loading During Walking Is Associated With Cartilage Defect Severity in Young Adult Football Players With Hip/Groin Pain. [PDF]

J Orthop Res
Crossley KM, Lin YC, Schache AG, Smith AJ, King MG, Heerey JJ, Agricola R, Sharmila Majumdar, Souza RB, Link TM, Mentiplay BF, Scholes MJ, Semciw AI, Lawrenson PR, Kemp JL, Pandy MG.   +15 more
europepmc   +1 more source

Random Neural Networks for Rough Volatility. [PDF]

Appl Math Optim
Jacquier A, Žurič Ž.
europepmc   +1 more source

Pricing callable bonds and optimal callable time under the Fractional Black-Scholes market

Electronic Journal of Differential Equations
This article concerns the pricing of callable bonds and the determination of optimal call time under the fractional Black-Scholes model. By employing a discrete approximation of the continuous asset price process, we efficiently estimate the continuation
Yuecai Han, Yinong Wu, Xudong Zheng
doaj  

Exploring Excited State Proton Transfer Dynamics upon Ultraviolet Excitation. [PDF]

J Phys Chem A
Kaul N, Benny A, Petropoulos V, Maj M, Cerullo G, Maiuri M, Scholes GD.   +6 more
europepmc   +1 more source

RABEM: risk-adaptive Bayesian ensemble model for fraud detection. [PDF]

Sci Rep
Almarshad FA, Zakariah M, Gashgari GA, Vaiyapuri T.   +3 more
europepmc   +1 more source

Photoenzymatic Csp³-Csp³ bond formation via enzyme-templated radical-radical coupling. [PDF]

Proc Natl Acad Sci U S A
Liu Y, Oblinsky DG, Dell'Orletta G, Di Fonte N, Sorigue D, Page CG, Daidone I, Scholes GD, Hyster TK.   +8 more
europepmc   +1 more source

Leveraging Multiproton-Coupled Electron Transfer to Improve Ir(III) Photocatalyst Efficiency. [PDF]

J Phys Chem C Nanomater Interfaces
Villalona E, Domínguez RE, Gonzalez Lopez EJ, Guerra WD, Heredia DA, Khmelnitskiy AY, Oblinsky DG, Palacios Y, Moore TA, Scholes GD, Knowles RR, Moore AL.   +11 more
europepmc   +1 more source