Results 201 to 210 of about 21,310,624 (228)

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

Acoustics of rubbing feathers: the velvet of owl feathers reduces frictional noise.

J Exp Biol
Liu LG, Clark CJ.
europepmc   +1 more source

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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

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

Journal of Financial and Quantitative Analysis, 1989
We use the modified Black-Scholes model and a random variance option pricing model to study prices of European currency options traded in Geneva. The options, which cannot be exercised early, include calls and puts on the dollar/Swiss franc exchange rate.
M. Chesney, Louis O. Scott
semanticscholar   +1 more source

On the Consistency of the Black-Scholes Model with a General Equilibrium Framework

Journal of Financial and Quantitative Analysis, 1987
We construct a simple economy with consumption only at the final date in which we “endogenize” the stochastic behavior of prices assumed in the Black-Scholes model.
Avi Bick
semanticscholar   +1 more source

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

, 2018
We analyze the Black‐Scholes model with time‐dependent parameters, and it is governed by a parabolic partial differential equation (PDE). First, we compute the Lie symmetries of the Black‐Scholes model with time‐dependent parameters.
R. Naz, A. G. Johnpillai
semanticscholar   +1 more source

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

SIAM Journal on Mathematical Analysis, 2003
Following an approach introduced by Lagnado and Osher [J. Comput. Finance, 1 (1) (1997), pp. 13--25], we study Tikhonov regularization applied to an inverse problem important in mathematical finance, that of calibrating, in a generalized Black--Scholes ...
S. Crépey
semanticscholar   +1 more source

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

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

, 1982
BLACK AND SCHOLES [2] HAVE derived a model for the equilibrium price of a European Stock Purchase option. According to the Black and Scholes model, equilibrium option prices are a function of the time to maturity of the option, the exercise price, the ...
Steven Manaster, G. J. Koehler
semanticscholar   +1 more source