Results 181 to 190 of about 20,840,101 (209)

Identification of a Monovalent Pseudo-Natural Product Degrader Class Supercharging Degradation of IDO1 by its native E3 KLHDC3

Hennes E, Lucas B, Scholes NS, Cheng X, Scott DC, Bischoff M, Reich K, Gasper R, Lucas M, Xu TT, Pulvermacher L, Dötsch L, Imrichova H, Brause A, Naredla KR, Sievers S, Kumar K, Janning P, Gersch M, Murray PJ, Schulman BA, Winter GE, Ziegler S, Waldmann H.   +23 more
europepmc   +1 more source

The mechanism of charge transfer between quantum dots and redox molecules

Vogel Y, Boeije W, Steekelenburg Lv, Vollebregt D, Ubbink R, Chen H, Younesi A, Ulbricht R, Jager W, Grozema F, Houtepen A.   +10 more
europepmc   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing

Mathematical methods in the applied sciences, 2022
This work deals with the construction and analysis of a high‐order computational scheme for a time‐fractional Black‐Scholes model that governs the European option pricing. The time‐fractional derivative is considered in the sense of Caputo and the L1 − 2
P. Roul
semanticscholar   +1 more source

Over‐the‐Counter Option Market Dividend Protection and “Biases” in the Black‐Scholes Model: A Note

The Journal of Finance, 1983
ABSTRACTMost options are traded over‐the‐counter (OTC) and are dividend “protected;” the exercise price decreases on the ex date by an amount equal to the dividend. This protection completely inhibits the early exercise of American call options. Nevertheless, OTC‐protected options have market values which differ systematically from Black‐Scholes values
Geske, Robert, Roll, Richard, Shastri, Kuldeep   +2 more
openaire   +3 more sources

The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model

Computational Economics, 2022
H. Mesgarani, M. Bakhshandeh, Y. E. Aghdam, J. F. Gómez‐Aguilar   +3 more
semanticscholar   +1 more source

Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing

Computational Economics, 2022
Meihui Zhang, Xiangcheng Zheng
semanticscholar   +1 more source

Touchard wavelet technique for solving time-fractional Black–Scholes model

Computational and Applied Mathematics, 2022
Farshid Nourian, M. Lakestani, Sedigheh Sabermahani, Y. Ordokhani   +3 more
semanticscholar   +1 more source

High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options

Chaos, Solitons & Fractals, 2022
N. Abdi, H. Aminikhah, A. Sheikhani
semanticscholar   +1 more source

A fractional Black-Scholes model with stochastic volatility and European option pricing

Expert systems with applications, 2021
Xin‐Jiang He, Sha Lin
semanticscholar   +1 more source