Results 81 to 90 of about 59,096 (226)
Coarse Thinking and Pricing a Financial Option [PDF]
Mullainathan et al [Quarterly Journal of Economics, May 2008] present a formalization of the concept of coarse thinking in the context of a model of persuasion.
Siddiqi, Hammad
core +1 more source
Beberapa Aspek Tentang Black-scholes Option Pricing Model [PDF]
, 1998 Nobel Ekonomi 1997 diberikan kepada Myron Scholes dan Robert Merton. Myron Scholes bersama Fisher Black memberi landasan yang sangat penting dalam teori sekuritas derivatif dengan menemukan model penilaian opsi Black-Scholes Option Pricing Model (OPM ...
Arifin, Z. (Zaenal)
core
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
Virtuous innovation or obfuscation? Product innovation in the variable annuities market
Journal of Risk and Insurance, Volume 92, Issue 4, Page 978-1012, December 2025.Abstract Variable Annuities, which comprise a substantial proportion of the retirement products sold by insurance companies, have become increasingly complex over the past decades. We investigate the drivers of the product trends. We distinguish “virtuous” innovations that expand upon the existing set of consumption paths in retirement from ...
Xiaochen Jing +2 more
wiley +1 more source
How much is your Strangle worth? On the relative value of the $δ-$Symmetric Strangle under the Black-Scholes model [PDF]
, 2020 Ben Boukai
openalex +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 +1 more source
Robust option replication for a Black-Scholes model extended with nondeterministic trends [PDF]
, 2012 Statistical analysis on various stocks reveals long range dependence behavior of the stock prices that is not consistent with the classical Black and Scholes model.
Kloeden, Peter E. +1 more
core
Journal of Sleep Research, Volume 34, Issue 6, December 2025.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
Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [PDF]
Mathematics and Modeling in FinanceThis study suggests a novel approach for calibrating European option pricing model by a hybrid model based on the optimized artificial neural network and Black-Scholes model.
Farshid Mehrdoust, Maryam Noorani
doaj +1 more source
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