Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps [PDF]
, 2023 Alberto Bueno-Guerrero, Steven P. Clark
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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.
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The Black-Scholes type financial models and the arbitrage opportunities
, 2007 N. B. Sukhomlin
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T-Stability of the Euler-Maruyama Algorithm for the Generalized Black-Scholes Model with Fractional Brownian Motion [PDF]
, 2018 Hui Yu
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Revista Brasileira de Gestão De Negócios, 2004 RESUMOEntre as suposições subjacentes do modelo Black-Scholes-Merton, as maiores polarizações empíricas são causadas por aquelas com uma volatilidade fixa do recurso subjacente.
MARTIN, Diógenes Manoel Leiva
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Perbandingan Model Black Scholes dan Brennan Schwartz untuk Menentukan Harga American Option
, 2007 Endah Rokhmati Puteri
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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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Aplikasi Algoritma Biseksi dan Newton-Raphson dalam Menaksir Nilai Volatilitas Implied
Jurnal Matematika, 2012 Volatilitas adalah suatu besaran yang mengukuran seberapa jauh suatu harga saham bergerak dalam suatu periode tertentu dapat juga diartikan sebagai persentase simpangan baku dari perubahan harga harian suatu saham.
Komang Dharmawan, I Nyoman Widana
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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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