Results 131 to 140 of about 20,572,131 (220)

Chooser Option Pricing based on Black-Scholes Model and Monte-Carlo Simulations

, 2022
Shaoyi Ren, Xinyi Zhang
openalex   +2 more sources

Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]

Sci Rep
Kumar S, Wilmott CM.
europepmc   +1 more source

Manipulation of Charge Delocalization in a Bulk Heterojunction Material Using a Mid-Infrared Push Pulse. [PDF]

J Phys Chem C Nanomater Interfaces, 2023
Montanaro A, Park KH, Fassioli F, Giusti F, Fausti D, Scholes GD.   +5 more
europepmc   +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

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

COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL

, 2020
Zhaowei Tian, Shuying Zhai, Zhifeng Weng
openalex   +1 more source

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

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, Zhang W.   +4 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