Results 61 to 70 of about 53,628 (205)
Identifying influential individuals and predicting future demand of chronic kidney disease patients
Decision Sciences, EarlyView.ABSTRACT To ensure high service quality, managers need to personalize treatment options and meet their customer demands. Our research is motivated by the need to better anticipate and prepare for that. We develop a generalizable framework that is the first to address two healthcare risk management goals: (1) identifying high risk and stable‐demand ...
Zlatana D. Nenova, Valerie L. Bartelt
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
Comparison of Option Price from Black-Scholes Model to Actual Values [PDF]
, 2016 The Black-Scholes model is a widely used method for pricing European-style options in a straightforward way, through the use of calculations and ideal market assumptions.
Krznaric, Matthew J
core +1 more source
Inscribing Impact: Measurement Practices in the Making of Moral Markets
Journal of Management Studies, EarlyView.Abstract Moral markets, designed to generate positive impact on pressing social and environmental challenges, are transforming traditional market practices by including more than economic considerations in their operations. The importance of these markets continues to grow as investors, regulators, and consumers increasingly put pressure on companies ...
Guillermo Casasnovas +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
Hedging strategy in emerging market: Application long straddle option in gold price index
Jurnal Keuangan dan Perbankan, 2020 This research was conducted to test the implementation of gold price index option contracts using the Black Scholes and GARCH models with a long straddle strategy.
Riko Hendrawan +2 more
doaj +1 more source
Registered index‐linked annuities in qualified retirement plans
Journal of Risk and Insurance, EarlyView.Abstract Many Americans remain financially underprepared for retirement. While automatic enrollment in employer‐sponsored retirement plans has helped, target‐date funds (TDFs) used as default investments have limitations. We propose target‐date registered index‐linked annuities (TD‐RILAs) as a transparent, cost‐effective alternative providing ...
Cameron Ellis +2 more
wiley +1 more source
Effects of market sentiment in index option pricing: a study of CNX NIFTY index option [PDF]
This paper provides evidence of the role of sentiments in pricing Indian CNX Nifty index call Option during the period from April 2002 to December 2008. It also shows that Black-Scholes option pricing model using the implied volatility of previous day is
Malipeddi, Koteswararao +1 more
core +1 more source
Long memory stochastic volatility in option pricing
, 2004 The aim of this paper is to present a simple stochastic model that accounts for the effects of a long-memory in volatility on option pricing. The starting point is the stochastic Black-Scholes equation involving volatility with long-range dependence.
Fedotov, Sergei, Tan, Abby
core +4 more sources
Journal of Sleep Research, EarlyView.ABSTRACT Emotion regulation deficits are a hallmark of adolescent depression, and sleep greatly impacts emotion regulation. Initial data indicate acute mood benefits of slow‐wave sleep deprivation (SWSD) in depressed adults, but it is unclear whether this may occur through improvement in emotion regulation.
João Paulo Lima Santos +2 more
wiley +1 more source