Results 121 to 130 of about 20,840,101 (209)

Empirical Performance of Black-Scholes and GARCH Option Pricing Models during Turbulent Times: The Indian Evidence

, 2016
Aparna Bhat, Kirti Arekar
openalex   +2 more sources

Performance of the Delta-Hedging Strategies Based on the Heston Model and the Black Scholes Model on Meta Platforms

, 2022
Yehong Li
openalex   +1 more source

Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]

Sci Rep
Abdelwahed HG, Elbaz IM, Sohaly MA, Abdelrahman MAE, Alsarhan AF, Al-Rasheed AM.   +5 more
europepmc   +1 more source

Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble

, 2017
Martin Herdegen, Sebastian Herrmann
openalex   +2 more sources

Closed-form Solutions of the Time-fractional Standard Black-Scholes Model for Option Pricing using He-separation of Variable Approach

, 2020
S. O. Edeki, G. O. Akinlabi, Felix Egara, Augustina Chinyere Nzeadibe   +3 more
openalex   +1 more source

A Method for Teaching the Black-Scholes Option Pricing Model Using Excel

, 2023
Steve A. Johnson, Robert Stretcher
openalex   +2 more sources

Physics-informed neural networks with hybrid Kolmogorov-Arnold network and augmented Lagrangian function for solving partial differential equations. [PDF]

Sci Rep
Zhang Z, Wang Q, Zhang Y, Shen T, Shen T, Zhang W.   +5 more
europepmc   +1 more source

Spread Option Pricing Based on Black-Scholes Model and Monte Carlo Simulation Under the Situation of Russia-Ukraine

, 2023
Yuchen Lin, Yi Yang
openalex   +2 more sources

Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]

Sci Rep
Song L, Tan Y, Yu F, Luo Y, Zheng J.
europepmc   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source