Results 81 to 90 of about 21,084,828 (274)

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

Option pricing: The empirical tests of the black-scholes pricing formula and the feed-forward network [PDF]

, 2009
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 ...
Vlasáková Baruníková, Michaela
core  

Exploring support systems for young people with climate anxiety: Suggestions from Brazil

Annals of the New York Academy of Sciences, EarlyView.
Abstract Climate anxiety is a rising concern among young people worldwide. This study explored youth‐generated coping strategies to alleviate climate anxiety. In 2022, data were collected from 60 students (ages 10–16 years) from a public school in Fortaleza, Ceará, Brazil, identified with high levels of climate anxiety from a larger sample of 272 youth.
Mirna Albuquerque Frota, Maraysa Costa Vieira Cardoso, Marília Nunes Fernandes, Marina Schor, Susan Clayton, Pamela J. Surkan   +5 more
wiley   +1 more source

On the complete model with stochastic volatility by Hobson and Rogers [PDF]

We examine a recent model, proposed by Hobson and Rogers, which generalizes the classical one by Black and Scholes for pricing derivative securities such as options and futures.
Andrea Pascucci, Marco Di Francesco
core  

Synthetic Polyploidisation Enhances Fusarium graminearum Tolerance in Wheat by Reshaping the Transcriptome and Strengthening the Microbiome

Plant Biotechnology Journal, EarlyView.
ABSTRACT Polyploidisation is a natural evolutionary mechanism that enhances plant stress tolerance and environmental adaptability; however, its impact on microbiome homeostasis remains poorly understood. In this study, we selected a nascent euploid synthetic hexaploid wheat line (HG116; 2n = 6x = 42, BBAADD) by selfing a triploid F1 hybrid of Triticum ...
Xin He, Xiaolin Wang, Hao Li, Jiayong Shen, Mengchen Jiang, Xiaowei Zhang, Zeng Dong, Kai Sun, Fang Nie, Zhiwei Chen, Yun Zhou, Guoyong An, Ertao Wang   +12 more
wiley   +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

Quantum extension of European option pricing based on the Ornstein-Uhlenbeck process

, 2005
In this work we propose a option pricing model based on the Ornstein-Uhlenbeck process. It is a new look at the Black-Scholes formula which is based on the quantum game theory. We show the differences between a classical look which is price changing by a
Anna Zambrzycka, Darbyshire, Edward W. Piotrowski, Glimm, Haven, Mantegna, Masoliver, Małgorzata Schroeder, Piotrowski, Piotrowski, Shafer, van Kampen, Zellinger   +12 more
core   +1 more source

Tournament incentives and reserve management

Risk Management and Insurance Review, EarlyView.
Abstract This paper examines the impact of internal tournament incentives on reserve management within the property‐liability insurance industry. We find a positive relationship between internal tournament incentives and reserve errors, suggesting that a larger tournament prize is associated with more conservative loss‐reserve management.
Gene Lai, Ahmet Nart, Chia‐Ling Ho, Gunratan Lonare   +3 more
wiley   +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

Environmental Pollution Liability Insurance Pricing and the Solvency of Insurance Companies in China: Based on the Black-Scholes Model. [PDF]

Int J Environ Res Public Health, 2023
Chen S, Yang J.
europepmc   +1 more source