Results 181 to 190 of about 23,860,994 (221)

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

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

A compact quadratic spline collocation method for the time-fractional Black–Scholes model

Journal of Applied Mathematics and Computation, 2020
Zhaowei Tian, S. Zhai, Haifeng Ji, Zhifeng Weng   +3 more
semanticscholar   +1 more source

A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model

Computational Economics, 2019
A. Golbabai, O. Nikan
semanticscholar   +1 more source

Numerically pricing double barrier options in a time-fractional Black-Scholes model

Computers and Mathematics with Applications, 2017
R. D. Staelen, A. Hendy
semanticscholar   +1 more source

The biofilm life cycle: expanding the conceptual model of biofilm formation

Nature Reviews Microbiology, 2022
Karin Sauer, Paul Stoodley, Darla M Goeres   +2 more
exaly  

Algorithm for Determining the Volatility Function in the Black–Scholes Model

Computational Mathematics and Mathematical Physics, 2019
V. Isakov, S. Kabanikhin, A. Shananin, M. Shishlenin, S. Zhang   +4 more
semanticscholar   +1 more source

Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model

Journal of Financial and Quantitative Analysis, 1989
M. Chesney, Louis O. Scott
semanticscholar   +1 more source