Results 151 to 160 of about 59,427 (224)

CONSTRUCTION OF ANALYTICAL SOLUTIONS TO THE BLACK-SCHOLES OPTION VALUATION MODEL BY MEANS OF HE’S POLYNOMIALS TECHNIQUE [PDF]

, 2017
S. O. Edeki, Olabisi O. Ugbebor, E. A. Owoloko   +2 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, Shen T, Zhang W.   +5 more
europepmc   +1 more source

Application of the Laplace Homotopy Perturbation Method to the Black–Scholes Model Based on a European Put Option with Two Assets [PDF]

, 2019
Din Prathumwan, Kamonchat Trachoo
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

Contingency, determinism, and constraint in the evolution of elaborate courtship phenotypes. [PDF]

Evolution
MacGillavry T.
europepmc   +1 more source

Implied value-at-risk and model-free simulation. [PDF]

Ann Oper Res, 2022
Bernard C, Perchiazzo A, Vanduffel S.
europepmc   +1 more source

A numerically exact description of ultrafast vibrational decoherence in vibration-coupled electron transfer. [PDF]

Proc Natl Acad Sci U S A
Wang Y, Benny A, Le Dé B, Chin AW, Scholes GD.   +4 more
europepmc   +1 more source

Parallel Solution of Diffusion Equations using Laplace Transform Methods with Particular Reference to Black-Scholes Models of Financial Options

, 2014
Andrew Fitzharris
openalex   +2 more sources

Critically Important Cancer Outcomes to Report in Kidney Transplant Trials. [PDF]

Kidney Int Rep
Dobrijevic E, van Zwieten A, Jaure A, von Huben A, Howell M, Teixeira-Pinto A, Acuna SA, Ahn C, Blosser CD, Craig JC, Davidson B, Francis A, Jhaveri KD, Malyszko J, Newell KA, Mena-Gutierrez A, Murakami N, Scholes-Robertson N, Tedesco Silva H, Wong G.   +19 more
europepmc   +1 more source

Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source