Results 61 to 70 of about 15,578,858 (194)

A Linear Algorithm for Black Scholes Economic Model [PDF]

The pricing of options is a very important problem encountered in financial domain. The famous Black-Scholes model provides explicit closed form solution for the values of certain (European style) call and put options.
Dumitru FANACHE, Ion SMEUREANU
core  

Behavioralizing the Black-Scholes Model [PDF]

, 2015
In this article, I incorporate the anchoring-and-adjustment heuristic into the Black-Scholes option pricing framework, and show that this is equivalent to replacing the risk-free rate with a higher interest rate.
Siddiqi, Hammad
core   +1 more source

Adaptive Wavelet Precise Integration Method for Nonlinear Black-Scholes Model Based on Variational Iteration Method

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

Unveiling Synergy Gains in Divestitures Using Options Market Information1

Journal of Business Finance &Accounting, EarlyView.
ABSTRACT We use stock and options information to decompose and provide a practical measure of the market's beliefs about the different sources of value creation from divestitures. We find that divestitures generate economically significant synergy gains that exceed $1 billion for both acquirers and sellers.
Vinay Patel, David Michayluk, Anirudh Dhawan   +2 more
wiley   +1 more source

Relativistic Black–Scholes Equation

Ecuación Black-Scholes relativistaEl modelo de Black Scholes presentado en este trabajo es una generalización a la versión relativista que no es muy conocida desde a la versión original de 1973, debido a que sus efectos aún son poco significativos. En el
Sierra Juárez, Guillermo
core   +1 more source

Why do firms strategically delay payments of corporate loans?

Journal of Financial Research, EarlyView.
Abstract Firms may prefer to delay some loan payments while continuing to service others because of lender and loan characteristics. I explore the impact of bank‐level and bank‐firm‐level indicators on the strategic delay behaviors of nonfinancial corporations. Three factors play a key role in their strategic delay decisions.
Ahmet Deryol
wiley   +1 more source

Option Pricing: The empirical tests of the Black-Scholes pricing formula and the feed-forward networks [PDF]

In this article we evaluate the pricing performance of the rather simple but revolutionary Black-Scholes model and one of the more complex techniques (neural networks) on the European-style S&P Index call and put options over the period of 1.6.2006 till ...
Michaela Vlasáková Baruníková
core  

Segment information disclosure and trade credit

Journal of Financial Research, EarlyView.
Abstract We examine the effect of mandatory segment disclosure on trade credit financing. Segment disclosure reduces the information advantage of suppliers relative to investors in evaluating firm default risk, reducing firms' reliance on trade credit. Exploiting the adoption of SFAS 131 as a shock to segment disclosure, we find that segment disclosure
Obada Almajali, Phil Holmes, Bin Xu
wiley   +1 more source

Study of Black-Scholes Model and its Applications [PDF]

, 2012
The aim of this paper is to study the Black-Scholes option pricing model. We discuss some definitions and different derivations, which are useful for further development of Black-Scholes formula and Black-Scholes partial differential equation.
Shinde, A.S., Takale, K.C.
core   +1 more source

Using a Mix of Finite Difference Methods and Fractional Differential Transformations to Solve Modified Black–Scholes Fractional Equations

Mathematics
This paper discusses finding solutions to the modified Fractional Black–Scholes equation. As is well known, the options theory is beneficial in the stock market.
Agus Sugandha, Endang Rusyaman, Sukono, Ema Carnia   +3 more
doaj   +1 more source