Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]
Song L, Tan Y, Yu F, Luo Y, Zheng J.
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A Method for Teaching the Black-Scholes Option Pricing Model Using Excel
Steve A. Johnson, Robert Stretcher
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Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]
Nowak P, Gatarek D.
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Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. [PDF]
Nowak P, Pawłowski M.
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Biomechanical features of a novel step-down-and-pivot task in football players with hip/groin pain. [PDF]
Sritharan P+10 more
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Contingency, Determinism, and Constraint in the Evolution of Elaborate Courtship Phenotypes. [PDF]
MacGillavry T.
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Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]
Rebentrost P+4 more
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Infrared Signatures of Phycobilins within the Phycocyanin 645 Complex. [PDF]
Roy PP+5 more
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