Results 121 to 130 of about 15,578,858 (194)

Iterative spectral methods for Hamilton-Jacobi-Bellman quasi-variational inequality in finance. [PDF]

PLoS One
Lei M, Lu Z.
europepmc   +1 more source

Penentuan Harga Opsi Tipe Eropa Dengan Menggunakan Model Black Scholes .

, 2015
OpsitipeEropaadalahsebuahkontrakantaraduapihakdimanapihakpemegangmempunyaihak,untukmemperjualbelikansuatuinstrumendenganjumlah, hargadanwaktu yang telahditentukan.Dalamskripsiini, untukmenghitunghargaopsijualdanopsibelimenggunakan model Black Scholes ...
IkhwanWahyuDilliYanto, Ali
core  

The real option value of multistage agricultural research for development. [PDF]

PLoS One
Schiek B.
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  

Black-Scholes model under subordination

In this paper we consider a new mathematical extension of the Black-Scholes model in which the stochastic time and stock share price evolution is described by two independent random processes.
Aleksander Stanislavsky
core  

Pemodelan Harga Saham Menggunakan Model Lévy dan Model Black-Scholes

, 2013
Stock may produce high profits. However, it has a high risk as well, because the stock prices fluctuate over time. Therefore, a model is required to estimate the future stock prices accurately. In this paper, Lévy model is compared to Black-Scholes model
Siswanto, Edy
core  

Water-modulated conformational heterogeneity underlies multiple timescales of primary charge separation in photosystem II. [PDF]

Nat Commun
Capone M, Benny A, Dell'Orletta G, Scholes GD, Pantazis DA, Zanetti-Polzi L, Daidone I.   +6 more
europepmc   +1 more source

Spatial dealiasing of classical geomagnetic survey data through use of a microfabricated wearable quantum magnetometer. [PDF]

Sci Rep
Scholes S, Forsythe A, Dyer C, Gilligan A, Lythgoe K, Jenkins J, Mrozowski M, Smith JA, Ingleby S.   +8 more
europepmc   +1 more source

An empirical investigation of the factors that determine the pricing of Dutch index warrants [PDF]

This paper investigates the pricing of Dutch index warrants. It is found that when using the historical standard deviation as an estimate for the volatility, the Black and Scholes model underprices all put warrants and call warrants on the FT-SE 100 and ...
Roon, F.A. de, Veld, C.H.
core  

Unlocking the financing potential of forest-based carbon assets: a valuation framework for pledge lending under uncertainty in China. [PDF]

Sci Rep
Zhang Y, Zhang J.
europepmc   +1 more source