Results 51 to 60 of about 1,461 (137)
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source
An interval version of Black–Scholes European option pricing model and its numerical solution
Results in Applied MathematicsThe Black–Scholes model, a powerful tool for valuation of equity options specially European equity options, is based on assumptions that are violated in some situations due to market realities.
S. Zangoei Zadeh, M. Azizian, M. Sarvari
doaj +1 more source
Moving In and Out of Reading: Teens Talking About Books, Digital Games, Social Media and Fanfiction
Journal of Adolescent &Adult Literacy, Volume 69, Issue 5, March/April 2026.ABSTRACT This article examines teens' recreational reading activities as they move between books and digital media. It uses the model of connected reading to understand connections between teen reading practices and digital pastimes. Using focus group data, we draw on participants' experiences with books, fan texts, video games, and social media and ...
Amy Schoonens, Michael Dezuanni
wiley +1 more source
Multithread Approximation: An OpenMP Constructor
Concurrency and Computation: Practice and Experience, Volume 38, Issue 4, February 2026.ABSTRACT This study introduces an OpenMP construct designed to simplify and unify the integration of approximate computing techniques into shared‐memory parallel programs. Approximate Computing leverages the inherent error tolerance of many applications to trade computational accuracy for gains in performance and energy efficiency.
João Briganti de Oliveira +2 more
wiley +1 more source
Fractional Black-Scholes Model and Technical Analysis of Stock Price
Journal of Applied Mathematics, 2013 In the stock market, some popular technical analysis indicators (e.g., Bollinger bands, RSI, ROC, etc.) are widely used to forecast the direction of prices.
Song Xu, Yujiao Yang
doaj +1 more source
Dynamic Debt With Intensity‐Based Models
Journal of Futures Markets, Volume 46, Issue 2, Page 334-352, February 2026.ABSTRACT This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model
João Miguel Reis, José Carlos Dias
wiley +1 more source
N2 fixation is linked to the ability to encroach in African savanna trees
Functional Ecology, Volume 40, Issue 2, Page 517-533, February 2026.Read the free Plain Language Summary for this article on the Journal blog. Abstract Encroachment is a globally ubiquitous phenomenon, characterised by increasing indigenous tree densities in savanna and grassland. Encroachment has been attributed to rising atmospheric CO2 concentrations fertilising tree growth and shifting the competitive balance ...
Elizabeth M. Telford +12 more
wiley +1 more source
Enterprise Data Valuation—A Targeted Literature Review
Journal of Economic Surveys, Volume 40, Issue 1, Page 73-92, February 2026.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 +2 more
wiley +1 more source
Abstract and Applied Analysis, 2013 An adaptive wavelet precise integration method (WPIM) based on the variational iteration method (VIM) for Black-Scholes model is proposed. Black-Scholes model is a very useful tool on pricing options.
Huahong Yan
doaj +1 more source
Quantum effects in an expanded Black-Scholes model. [PDF]
Eur Phys J B, 2022 Bhatnagar A, Vvedensky DD.
europepmc +1 more source