Results 221 to 228 of about 21,310,624 (228)

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 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

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

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