Results 41 to 50 of about 20,572,131 (220)
International Journal of Economics and Financial Issues, 2012 The main objectives of this paper are to incorporate modification in Black-Scholes option pricing model formula by adding some new variables on the basis of given assumption related to risk-free interest rate, and also shows the calculation process of ...
Matloob Ullah Khan +2 more
doaj +4 more sources
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry [PDF]
, 2015 In this paper, the multi-asset Black-Scholes model is studied in terms of the importance that the correlation parameter space (equivalent to an N dimensional hypercube) has in the solution of the pricing problem. It is shown that inside of this hypercube
M. Contreras +2 more
semanticscholar +1 more source
Advancing the mapping of vegetation structure in savannas using Sentinel‐1 imagery
Remote Sensing in Ecology and Conservation, EarlyView.As vegetation structure monitoring is important for the understanding and conservation of savanna ecosystems, we explored the utility of C‐band synthetic aperture radar imagery for mapping both grassland and woody vegetation structure in the Greater Serengeti‐Mara Ecosystem.
Vera Thijssen +3 more
wiley +1 more source
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
Wildlife Biology, EarlyView.The decline of white‐backed vultures Gyps africanus (hereafter termed vultures) across Africa highlights the need to understand their habitat and nesting requirements, especially in protected areas where African elephants Loxodonta africana can impact the trees in which vultures build their nests.
Robin M. Cook +2 more
wiley +1 more source
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 +3 more
doaj +1 more source
Drawbacks and Limitations of Black-Scholes Model for Options Pricing
Journal of Financial Studies & Research, 2018 Financial derivatives are becoming increasingly popular these days, not only as hedging instruments but they are also used more and more frequently for speculative transactions.
Zuzana Janková
semanticscholar +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
, 2017 The Black Scholes model is a well-known and useful mathematical model in financial markets. In this paper, the two-dimensional Black Scholes equation with European call option is studied. The explicit solution of this problem is carried out in the form of
Kamonchat Trachoo +2 more
semanticscholar +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 +3 more
wiley +1 more source