Results 51 to 60 of about 20,572,131 (220)
پژوهشهای ریاضی, 2020 Introduction Fractional Differential Calculus (FDC) began in the 17th century and its initial discussions were related to the works of Leibniz, Lagrange, Abel and others.
Sedighe Sharifian +2 more
doaj
Fractional Black-Scholes model with regularized Prabhakar derivative
, 2017 We introduce a fractional type Black–Scholes model in European options including the regularized Prabhakar derivative. We apply the reconstruction of variational iteration method to get the approximate analytical solutions for some models of generalized ...
S. Eshaghi +3 more
semanticscholar +1 more source
Global impacts of exotic eucalypt plantations on wildlife
Biological Reviews, EarlyView.ABSTRACT The establishment of exotic tree plantations poses a pervasive threat to wildlife across the globe. Among the most important tree species used for forestry purposes worldwide are members of the genus Eucalyptus, which have now been established in at least 107 countries outside of their native range.
Maider Iglesias‐Carrasco +5 more
wiley +1 more source
Institutional Investors and the Fight Against Climate Change
Corporate Governance: An International Review, EarlyView.ABSTRACT Research Question/Issue This article examines the role of institutional investors in the fight against climate change. We explain the institutional context, provide evidence highlighting institutional investors' bright and dark sides in this fight, and develop multiple ideas for future research.
Thea Kolasa, Zacharias Sautner
wiley +1 more source
MathematicsThe Black–Scholes model is a fundamental concept in modern financial theory. It is designed to estimate the theoretical value of derivatives, particularly option prices, by considering time and risk factors. In the context of agricultural insurance, this
Astrid Sulistya Azahra +2 more
doaj +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
About the valuation of American option under Black-Scholes model : a numerical study
Moroccan Journal of Pure and Applied Analysis, 2023 In the history of option pricing, Black-Scholes model is one of the most significant models. In this paper, we present a new numerical strategy for valuing American option pricing problems governed by Black-Scholes model (BSM). Numerical computations are
Malek R.
doaj +1 more source
The Peculiar Logic of the Black-Scholes Model
Philosophia Scientiæ, 2017 The Black-Scholes(-Merton) model of options pricing establishes a theoretical relationship between the “fair” price of an option and other parameters characterizing the option and prevailing market conditions.
J. Weatherall
semanticscholar +1 more source
Number Two Executives: Bottom‐Up Monitoring
Journal of Business Finance &Accounting, EarlyView.ABSTRACT This article empirically examines the role of a firm's second‐in‐command in monitoring the chief executive officer (CEO) from the bottom up to mitigate agency problems. Although CEOs have long been the focus, little research has addressed No. 2 executive. This study provides a comprehensive understanding of these top executives and their roles
Zhichuan (Frank) Li
wiley +1 more source
Analyst Responses to Changes in Credit Risk
Journal of International Financial Management &Accounting, EarlyView.ABSTRACT Do analysts adjust their recommendations when a company's credit risk changes? Using an extensive sample of 300,145 observations, covering 3722 US firms from 2000 to 2021, we find that analysts revise their recommendations when a firm's credit risk decreases but not when it increases.
Abinzano Isabel +2 more
wiley +1 more source