Results 201 to 209 of about 20,840,101 (209)

Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters

, 2018
R. Naz, A. G. Johnpillai
semanticscholar   +1 more source

Numerical solution of generalized Black-Scholes model

Applied Mathematics and Computation, 2018
S. Rao, Manisha
semanticscholar   +1 more source

Calibration of the Local Volatility in a Generalized Black-Scholes Model Using Tikhonov Regularization

SIAM Journal on Mathematical Analysis, 2003
S. Crépey
semanticscholar   +1 more source

The Calculation of Implied Variances from the Black‐Scholes Model: A Note

, 1982
Steven Manaster, G. J. Koehler
semanticscholar   +1 more source

A microcredit contract model with a Black Scholes model under default risk

, 2017
Jaehun Sim, V. Prabhu
semanticscholar   +1 more source

Pricing of basket options in subdiffusive fractional Black–Scholes model

, 2017
Gulnur Karipova, M. Magdziarz
semanticscholar   +1 more source

Using Homo-Separation of Variables for Pricing European Option of the Fractional Black-Scholes Model in Financial Markets

, 2016
M. Ghandehari, M. Ranjbar
semanticscholar   +1 more source

Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives

, 1990
Beni Lauterbach, P. Schultz
semanticscholar   +1 more source

Fractional Functional with two Occurrences of Integrals and Asymptotic Optimal Change of Drift in the Black-Scholes Model

, 2015
R. El-Nabulsi
semanticscholar   +1 more source