Results 151 to 160 of about 21,310,624 (228)

Spread Option Pricing Based on Black-Scholes Model and Monte Carlo Simulation Under the Situation of Russia-Ukraine

, 2023
Yuchen Lin, Yi Yang
openalex   +2 more sources

Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]

Sci Rep
Song L, Tan Y, Yu F, Luo Y, Zheng J.
europepmc   +1 more source

A Method for Teaching the Black-Scholes Option Pricing Model Using Excel

, 2023
Steve A. Johnson, Robert Stretcher
openalex   +2 more sources

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

Pricing of geometric Asian options in the Volterra-Heston model. [PDF]

Rev Deriv Res (Dordr)
Aichinger F, Desmettre S.
europepmc   +1 more source

Exploring chaos and sensitivity in the Ivancevic option pricing model through perturbation analysis. [PDF]

PLoS One
Jhangeer A, R Ansari A, Abdul Rahimzai A, Beenish, Qadeer Khan A.   +4 more
europepmc   +1 more source

Optionality in Australian Football League draftee contracts. [PDF]

PLoS One, 2023
Chandrakumaran J, Larkin P, McIntosh S, Robertson S.   +3 more
europepmc   +1 more source

Muscle Fat and Volume Differences in People With Hip-Related Pain Compared With Controls: A Machine Learning Approach. [PDF]

J Cachexia Sarcopenia Muscle
Stewart C, Wesselink EO, Perraton Z, Weber KA, King MG, Kemp JL, Mentiplay BF, Crossley KM, Elliott JM, Heerey JJ, Scholes MJ, Lawrenson PR, Calabrese C, Semciw AI.   +13 more
europepmc   +1 more source

Unlocking the black box: Non-parametric option pricing before and during COVID-19. [PDF]

Ann Oper Res, 2022
Gradojevic N, Kukolj D.
europepmc   +1 more source

Galerkin-finite difference method for fractional parabolic partial differential equations. [PDF]

MethodsX
Hossan MS, Datta T, Islam MS.
europepmc   +1 more source