Results 31 to 40 of about 20,840,101 (209)

Fractional Black-Scholes model with regularized Prabhakar derivative

, 2017
We introduce a fractional type Black–Scholes model in European options including the regularized Prabhakar derivative. We apply the reconstruction of variational iteration method to get the approximate analytical solutions for some models of generalized ...
S. Eshaghi, A. Ansari, R. Khoshsiar, Mohammadreza Darani Ahmadi   +3 more
semanticscholar   +1 more source

Analyst Responses to Changes in Credit Risk

Journal of International Financial Management &Accounting, EarlyView.
ABSTRACT Do analysts adjust their recommendations when a company's credit risk changes? Using an extensive sample of 300,145 observations, covering 3722 US firms from 2000 to 2021, we find that analysts revise their recommendations when a firm's credit risk decreases but not when it increases.
Abinzano Isabel, Corredor Pilar, Martinez Beatriz   +2 more
wiley   +1 more source

Enterprise Data Valuation—A Targeted Literature Review

Journal of Economic Surveys, EarlyView.
ABSTRACT As digital transformation redefines business models, enterprise value increasingly depends on intangible assets, especially data, rather than traditional physical assets like buildings and equipment. Traditional accounting has long focused on valuing physical assets based on their anticipated future economic benefits, distinguishing between ...
Sai Krishnan Mohan, Gnana Bharathy, Akanksha Jalan   +2 more
wiley   +1 more source

Robust option replication for a Black-Scholes model extended with nondeterministic trends [PDF]

, 2012
Statistical analysis on various stocks reveals long range dependence behavior of the stock prices that is not consistent with the classical Black and Scholes model.
Kloeden, Peter E., Schoenmakers, John G. M.   +1 more
core  

Still a Man in a Lab Coat? A Scoping Review on the Stereotypical Scientist

Sociology Lens, EarlyView.
ABSTRACT This study reviews 106 papers selected using rigorous criteria from the Scopus database to explore the societal beliefs about scientists, thus providing a timely and comprehensive view of their social representation, that is, the stereotypical scientist.
Omar Mazzucchelli, Cristina Rossi‐Lamastra   +1 more
wiley   +1 more source

The Peculiar Logic of the Black-Scholes Model

Philosophia Scientiæ, 2017
The Black-Scholes(-Merton) model of options pricing establishes a theoretical relationship between the “fair” price of an option and other parameters characterizing the option and prevailing market conditions.
J. Weatherall
semanticscholar   +1 more source

Inscribing Impact: Measurement Practices in the Making of Moral Markets

Journal of Management Studies, EarlyView.
Abstract Moral markets, designed to generate positive impact on pressing social and environmental challenges, are transforming traditional market practices by including more than economic considerations in their operations. The importance of these markets continues to grow as investors, regulators, and consumers increasingly put pressure on companies ...
Guillermo Casasnovas, Lisa Hehenberger, Kyriaki Papageorgiou   +2 more
wiley   +1 more source

Effects of market sentiment in index option pricing: a study of CNX NIFTY index option [PDF]

This paper provides evidence of the role of sentiments in pricing Indian CNX Nifty index call Option during the period from April 2002 to December 2008. It also shows that Black-Scholes option pricing model using the implied volatility of previous day is
Malipeddi, Koteswararao, Nagarajan, Thirukumaran   +1 more
core   +1 more source

Slow Wave Sleep and Emotion Regulation in Adolescents With Depressive Symptoms: An Experimental Pilot Study

Journal of Sleep Research, EarlyView.
ABSTRACT Emotion regulation deficits are a hallmark of adolescent depression, and sleep greatly impacts emotion regulation. Initial data indicate acute mood benefits of slow‐wave sleep deprivation (SWSD) in depressed adults, but it is unclear whether this may occur through improvement in emotion regulation.
João Paulo Lima Santos, Mahi Pachgade, Adriane M. Soehner   +2 more
wiley   +1 more source

EMPIRICAL STUDY ON THE PERFORMANCES OF BLACK-SCHOLES MODEL FOR EVALUATING EUROPEAN OPTIONS [PDF]

In this study we aim at analyzing the way the model Black-Scholes works in practice. The data used for analysis refer to European-type call options having as supportassets the CAC-40 money-market index. Our approach will be structured in two parts.
Armeanu, Dan, Vasile, Emilia
core