Results 201 to 210 of about 20,572,131 (220)

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

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

, 2016
In this study, we present the exact solution of the option pri cing problems based on the fractional Black-Scholes equati on by using a modified homotopy perturbation method (MHPM).
M. Ghandehari, M. Ranjbar
semanticscholar   +1 more source

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

, 1990
This paper uses a sample of over 25,000 daily warrant prices to empirically investigate potential problems with the commonly used warrant pricing model proposed by F. Black and M. Scholes as an extension of their call option model.
Beni Lauterbach, P. Schultz
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 regime switching fractional Black-Scholes model and European option pricing

Communications in nonlinear science & numerical simulation, 2020
Sha Lin, Xin‐Jiang He
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

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