Results 21 to 30 of about 1,461 (137)
PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES
Jurnal Lebesgue, 2021 Stock trading has a risk that can be said to be quite large due to fluctuations in stock prices. In stock trading, one alternative to reduce the amount of risk is options. The focus of this research is on European options which are financial contracts by
Diana Purwandari
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Arbitrage in the Hermite Binomial Market
Fractal and Fractional, 2022 Much attention has been paid to the arbitrage opportunities in the Black–Scholes model when it is driven by fractional Brownian motions. It is natural to ask whether there exists arbitrage or not when we focus on other fractional processes, such as the ...
Xuwen Cheng, Yiran Zheng, Xili Zhang
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Empirical examination of the Black–Scholes model: evidence from the United States stock market
Frontiers in Applied Mathematics and StatisticsOption pricing is crucial in enabling investors to hedge against risks. The Black–Scholes option pricing model is widely used for this purpose. This paper investigates whether the Black–Scholes model is a good indicator of option pricing in the United ...
Monsurat Foluke Salami
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TESTING OF THE BLACK SCHOLES AND GARCH MODELS IN LQ45 USING LONG STRADDLE STRATEGY IN 2009-2018
Jurnal Bisnis dan Manajemen, 2021 The purpose of this study is to examine the implementation of option contracts using Black Scholes and GARCH on the LQ45 index using the long straddle strategy.
Riko Hendrawan, Anggadi Sasmito
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Mathematics, 2023 Financial derivatives have developed rapidly over the past few decades due to their risk-averse nature, with options being the preferred financial derivatives due to their flexible contractual mechanisms, particularly Asian options.
Lingling Xu, Hongjie Zhang, Fu Lee Wang
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Strategic Change, EarlyView.ABSTRACT Start‐up CEOs are usually more aligned with the interests of the venture board compared to CEOs in legacy firms, and therefore it is usual to conclude that the traditional agency problem is lower in ventures. In this article, it is argued that this is only half of the story, and that the agency problem is reversed in early ventures such that ...
Glenn Kristiansen
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PENENTUAN KONTRAK OPSI TIPE EROPA MENGGUNAKAN MODEL SIMULASI VARIANCE GAMMA (VG)
E-Jurnal Matematika, 2023 Options are used as a hedge against stock price uncertainty brought on by unstable stock prices fluctuation. The price of an option contract can be determined using a variety of approaches, one of which is the Variance Gamma. The purpose of this study is
NI KADEK LANI PITRAYANI +2 more
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Identifying knowledge barriers to agroforestry adoption and co‐designing solutions to them
People and Nature, EarlyView.Abstract Compared to monocultures, agroforestry can promote biodiversity, ecosystem functioning and climate resilience, whilst maintaining or enhancing production and profits. Despite this, uptake in temperate regions remains low. Knowledge gaps amongst land managers are a primary barrier to uptake, but little is known about which aspects of ...
Amelia S. C. Hood +7 more
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Lattice Boltzmann Method for the Generalized Black-Scholes Equation
Advances in Mathematical Physics, 2023 In this paper, an efficient lattice Boltzmann model for the generalized Black-Scholes equation governing option pricing is proposed. The Black-Scholes equation is firstly equivalently transformed into an initial value problem for a partial differential ...
Fangfang Wu +3 more
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Systems Research and Behavioral Science, EarlyView.ABSTRACT This study investigates the relationship between cybersecurity capabilities (CCs) and cybersecurity performance (CP) across diverse regional contexts, employing ordinary least squares (OLS) and random forest (RF) regression models. The research highlights how economic, political and cultural factors shape CCs and their impact on CP ...
Angélica Pigola +2 more
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