Results 141 to 150 of about 21,310,624 (228)

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

Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. [PDF]

Entropy (Basel), 2023
Nowak P, Pawłowski M.
europepmc   +1 more source

Coupled transform method for time-space fractional Black-Scholes option pricing model

, 2020
S. O. Edeki, Rajarama Mohan Jena, Snehashish Chakraverty, Dumitru Băleanu   +3 more
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

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

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

Infrared Signatures of Phycobilins within the Phycocyanin 645 Complex. [PDF]

J Phys Chem B, 2023
Roy PP, Leonardo C, Orcutt K, Oberg C, Scholes GD, Fleming GR.   +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