Results 41 to 50 of about 59,096 (226)

The Quantum Black-Scholes Equation [PDF]

, 2006
Motivated by the work of Segal and Segal on the Black-Scholes pricing formula in the quantum context, we study a quantum extension of the Black-Scholes equation within the context of Hudson-Parthasarathy quantum stochastic calculus.
Accardi, Luigi, Boukas, Andreas
core   +1 more source

Intuition–Driven Prospection and Uncertainty Misalignment: Sources of Entrepreneurial Agency Problems in Ventures

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
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  

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

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, Verena Scherfranz, Rosy E. Scholes, Erika Degani, Tom Staton, Alexa Varah, Lena Schaller, Alice L. Mauchline   +7 more
wiley   +1 more source

An improved approximate method for solving two-dimensional time-fractional-order Black-Scholes model: a finite difference approach

AIMS Mathematics
In this paper, we considered the two-dimensional fractional-order Black-Scholes model in the Liouville-Caputo sense. The Black-Scholes model was an important tool in the financial market, used for determining option prices in the European-style market ...
Din Prathumwan, Din Prathumwan, Thipsuda Khonwai , Narisara Phoochalong, Inthira Chaiya, Kamonchat Trachoo   +5 more
doaj   +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

Unveiling Regional Disparities: Exploring Cybersecurity Capabilities and Performance Through Systems Theory Approach

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, Priscila Rezende da Costa, Fernando de Souza Meirelles   +2 more
wiley   +1 more source

Effects of grassland fragmentation and precipitation on secretarybird Sagittarius serpentarius reproduction in the Serengeti ecosystem

Wildlife Biology, EarlyView.
Accurate demographic data are essential for understanding population dynamics and developing effective conservation strategies for threatened raptor species. This study provides the first quantitative assessment of how grassland fragmentation at landscape scale, driven by woody plant encroachment, and interannual variation in precipitation affect the ...
Federico Romani, Ernest Eblate Mjingo, Emmanuel Clamsen Mmassy, Mario Posillico, Ralph Buij, Daniele Pellitteri‐Rosa, Elena Ramella Levis   +6 more
wiley   +1 more source

Below the leaves: Integrating above‐ and below‐ground phenology for earth‐system predictability

Functional Ecology, EarlyView.
Read the free Plain Language Summary for this article on the Journal blog. Abstract Almost every aspect of biological systems has phenology—a pattern in activity or function linked to annual cycles. Most terrestrial phenology research focusses on leaves, the onset of leaf out or senescence.
Kendalynn Morris, Richard Nair
wiley   +1 more source