Results 31 to 40 of about 15,578,858 (194)

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, Duoduo Xu, Ming Tian, Yingying Wang   +3 more
doaj   +1 more source

English teachers' journeys since the 2020 Iteration of Black Lives Matter

British Educational Research Journal, EarlyView.
Abstract The 2020 resurgence of Black Lives Matter (BLM) mobilised students in England to demand greater representation of racially minoritised voices in English curriculums—a call highlighted by stark inequity: just 1.5% of GCSE texts studied are by racially minoritised authors, despite racially minoritised students comprising 38.0% of the student ...
Adrian Fernandes
wiley   +1 more source

CEO Compensation and the ESG Activities of Compensation Peers

Business Strategy and the Environment, EarlyView.
ABSTRACT This study investigates the relationship between executive compensation at focal firms and the environmental, social, and governance (ESG) performance of compensation peer (CP) firms. Despite the growing integration of ESG metrics into executive compensation design, and the mandatory disclosure of CP groups, no prior research has examined ...
Jamshed Iqbal, Jukka Pellinen, Mohsin Riaz   +2 more
wiley   +1 more source

The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact

Journal of Futures Markets, EarlyView.
ABSTRACT This paper estimates a model where variance risk premiums (VRP) is not fully explained by equity risk premiums (ERP). This separation can be detected thanks to a new breed of GARCH models with enough innovations to disconnect returns from variances. This type of risk‐neutralization is compatible with continuous‐time settings.
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye   +2 more
wiley   +1 more source

Qualitative financial modelling in fractal dimensions

Financial Innovation
The Black–Scholes equation is one of the most important partial differential equations governing the value of financial derivatives in financial markets. The Black–Scholes model for pricing stock options has been applied to various payoff structures, and
Rami Ahmad El-Nabulsi, Waranont Anukool
doaj   +1 more source

Convergence Numerically of Trinomial Model in European Option Pricing

International Research Journal of Business Studies, 2013
A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price.
Entit Puspita, Fitriani Agustina, Ririn Sispiyati   +2 more
doaj   +1 more source

A New Homotopy Transformation Method for Solving the Fuzzy Fractional Black–Scholes European Option Pricing Equations under the Concept of Granular Differentiability

Fractal and Fractional, 2022
The Black–Scholes option pricing model is one of the most significant achievements in modern investment science. However, many factors are constantly fluctuating in the actual financial market option pricing, such as risk-free interest rate, stock price,
Jianke Zhang, Yueyue Wang, Sumei Zhang
doaj   +1 more source

A Review of Probabilistic and Novel Approaches to Cost Assessment in CCUS Projects

Greenhouse Gases: Science and Technology, EarlyView.
ABSTRACT Although the renewable energy sector is making progress, there is still a long way to go before green energy can be fully utilized. In this context, Carbon Capture Utilization and Storage (CCUS) technologies can act as a temporary bridge between a high‐emission past and a low‐emission future.
Majid Mohajeri, Saman Azadbakht
wiley   +1 more source

IS THE BLACK–SCHOLES MODEL GOOD ENOUGH FOR RETAIL INVESTORS IN CHINA?

Applied Finance Letters, 2022
This study answers a simple question for Chinese investors, especially Chinese retail investors: Is the Black–Scholes model good enough for them to make investment decisions?
Haoran Zhang
doaj   +1 more source

Performance Measures, Discretionary Accruals, and CEO Cash Compensation

Journal of Corporate Accounting &Finance, EarlyView.
ABSTRACT This paper examines the relative weights assigned to three performance measures—stock returns, accounting earnings, and operating cash flows—in determining executive cash compensation. We find that returns receive the highest weight, followed by earnings, while cash flows carry the least weight.
Ya Dai, Harrison Liu, Jennifer Yin
wiley   +1 more source