Results 211 to 220 of about 20,572,131 (220)

Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function

, 2018
F. Mehrdoust, A. Najafi
semanticscholar   +1 more source

A Stable and Convergent Finite Difference Method for Fractional Black–Scholes Model of American Put Option Pricing

Computational Economics, 2017
R. Kalantari, S. Shahmorad
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

A computational method to price with transaction costs under the nonlinear Black–Scholes model

Chaos, Solitons & Fractals, 2019
Z. Al-Zhour, Mahdiar Barfeie, F. Soleymani, E. Tohidi   +3 more
semanticscholar   +1 more source

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

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

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

Journal of Financial and Quantitative Analysis, 1987
Avi Bick
semanticscholar   +1 more source

Numerical solution of generalized Black-Scholes model

Applied Mathematics and Computation, 2018
S. Rao, Manisha
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

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