Results 171 to 180 of about 21,084,828 (274)

Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble

, 2017
Martin Herdegen, Sebastian Herrmann
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

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

The Effect of Contrast Reversal on Peripheral Visual Acuity. [PDF]

Transl Vis Sci Technol
Cassanello CR, Roach NW, Scholes C, McGraw PV.   +3 more
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

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

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

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

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

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