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
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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.
europepmc +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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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
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CORPORATE VALUATION USING TWO-DIMENSIONAL MONTE CARLO SIMULATION [PDF]
In this paper, we have presented a corporate valuation model. The model combine several valuation methods in order to get more accurate results. To determine the corporate asset value we have used the Gordon-like two-stage asset valuation model based on ...
Fenyves Veronika +2 more
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The Extended Black-Scholes Model with-LAGS-and “Hedging Errors”
, 2003 Mondher Bellalah
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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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A Black–Scholes option pricing model with transaction costs
, 2004 Pablo Amster +3 more
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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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Adaptive-Wave Alternative for the Black-Scholes Option Pricing Model
, 2009 Vladimir G. Ivancevic
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