Results 31 to 40 of about 1,527 (148)

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

Scale dependence in remotely sensed biodiversity: Leveraging continental‐scale imaging spectroscopy from the National Ecological Observatory Network

Remote Sensing in Ecology and Conservation, EarlyView.
Imaging spectroscopy enables large‐scale biodiversity assessment, yet spectral diversity metrics are scale dependent. Across 15 NEON ecosystems, we find that spectral richness increases sub‐linearly from 3600 m2 to 4 km2, whereas spectral divergence shows weak or inconsistent scaling with area, underscoring the importance of scale‐aware interpretation ...
Meghan T. Hayden, Matthew W. Rossi, Laura E. Dee, Kyle Kovach, Cibele H. Amaral, Jacob Nesslage, Madeline Slimp, Rachel S. Meyer, E. Natasha Stavros   +8 more
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

Deepening the real options debate: Real options as dynamic optimization

Strategic Management Journal, EarlyView.
Abstract Research Summary Is real option theory useful for management research? This topic was hotly debated two decades ago. Real options were said to be inapplicable to management research and to lack conceptual distinctiveness. Whereas responses to the claim about the non‐distinctiveness of real options were disparate, the concern about the theory's
Arkadiy V. Sakhartov, Joseph T. Mahoney, Jeffrey J. Reuer   +2 more
wiley   +1 more source

Beberapa aspek tentang black-scholes option pricing model

Jurnal Akuntansi dan Auditing Indonesia, 2018
Nobel Ekonomi 1997 diberikan kepada Myron Scholes dan Robert Merton. Myron Scholes bersama Fisher Black memberi landasan yang sangat penting dalam teori sekuritas derivatif dengan menemukan model penilaian opsi Black-Scholes Option Pricing Model (OPM ...
Zaenal Arifin
doaj  

Penilaian Harga Opsi Put Saham NVIDIA Menggunakan Model Black–Scholes dan LSTM

Techno.Com
Saham NVIDIA dalam beberapa tahun terakhir mengalami pertumbuhan laba dan volatilitas harga yang cukup tinggi. Volatilitas ini dapat menimbulkan risiko kerugian akibat penurunan harga saham.
Rifky Miftaqul Ilmi, Ramdhan Fazrianto Suwarman, Lita Wulandari Aeli   +2 more
doaj   +1 more source

The effect of addback statutes on CEO compensation

Accounting &Finance, Volume 65, Issue 1, Page 793-818, March 2025.
Abstract Exploiting the adoption of addback statutes, which occurred at different times, as exogenous shocks to corporate taxable income, we examine the effect of tax policy changes on the compensation of chief executive officers (CEOs). We provide evidence that CEOs of firms headquartered in states affected by addback statutes experienced a decrease ...
Karel Hrazdil, Gerald Lobo, Ray Zhang, Weiji Zhang   +3 more
wiley   +1 more source

The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense

Mathematics, 2018
It is well known that the Black-Scholes model is used to establish the behavior of the option pricing in the financial market. In this paper, we propose the modified version of Black-Scholes model with two assets based on the Liouville-Caputo fractional ...
Panumart Sawangtong, Kamonchat Trachoo, Wannika Sawangtong, Benchawan Wiwattanapataphee   +3 more
doaj   +1 more source

Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying

American Journal of Political Science, EarlyView.
Abstract Elections can lead to substantial policy changes and, thus, are a significant source of risk. Firms can respond to such policy uncertainty by lobbying, but it is hard to quantify whether they do so and, if so, how much lobbying benefits them. We construct a new dataset and leverage investors’ expectations of variability in stock returns in the
Kristy Buzard, Nathan Canen, Sebastian Saiegh   +2 more
wiley   +1 more source

Board Independence and Adjustment Speed of CEO Inside Debt

European Financial Management, EarlyView.
ABSTRACT We find that firms with more independent directors adjust CEO inside debt towards an optimum more quickly. This effect is more pronounced in financially unconstrained, growth, and under‐levered firms, and also firms led by more powerful or overconfident CEOs.
Bonnie Buchanan, Shuhui Wang, Tina Yang
wiley   +1 more source