Results 101 to 110 of about 1,920,083 (235)
This finding aid lists the collections contents as biographical information of Scholes as well as material about the Scholes Lecture Award (1974- 1994)
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An interval version of Black–Scholes European option pricing model and its numerical solution
The Black–Scholes model, a powerful tool for valuation of equity options specially European equity options, is based on assumptions that are violated in some situations due to market realities.
S. Zangoei Zadeh, M. Azizian, M. Sarvari
doaj +1 more source
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
RÉSUMÉ L'étude publiée par Ball et Brown en 1968 (ci‐après « BB68 ») est principalement reconnue pour son affirmation selon laquelle la comptabilité de l'époque était utile pour les investisseurs, s'inscrivant alors en contradiction avec la littérature comptable normative faisant office d'autorité. Or, une telle affirmation n'allait pas de soi.
Pier‐Luc Lajoie, Yves Gendron
wiley +1 more source
Fractional Black-Scholes Model and Technical Analysis of Stock Price
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
Do universal owners behave like universal owners? The emergence of a financial sector norm
Abstract The past few years have seen a surge in scholarship on universal ownership, systematic stewardship, and system‐level investing. These concepts describe the reality that large diversified owners of capital own a more or less representative slice of the market and therefore must concern themselves with systemic risks to the financial system as a
E. Quigley
wiley +1 more source
Abstract While ivory poaching has driven elephant declines across much of Africa, South Africa's populations have expanded steadily, sparking debate over ecological impacts and population control. Yet these debates have lacked a harmonized, long‐term national evidence base.
Timothy Kuiper +6 more
wiley +1 more source
Black–Scholes-malli ja volatiliteettihymy [PDF]
Johdannaisten käytön räjähdysmäinen kasvu 1970-luvulta lähtien on asettanut ja asettaa yhä vaatimuksia niiden hinnoittelumalleille. Tunnetuin johdannaisten hinnoittelussa käytetty malli on Frank Blackin ja Myron Scholesin (1973) sekä Robert Mertonin ...
AHO, ANTTI
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The objective of this study is to examine the dynamic components of option pricing in the European put option market by utilizing the two-dimensional time fractional-order Black–Scholes equation.
Mohammad Hossein Akrami +2 more
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The Role of Index Fund Ownership in the Era of Say‐on‐Pay
ABSTRACT We examine whether and how index funds influence executive compensation in the post‐Say‐on‐Pay era. Using the annual reconstitution of the Russell indexes as a source of exogenous variation in index fund ownership, we document a causal effect of index ownership on CEO pay structure.
Kiseo Chung, Hwanki Brian Kim
wiley +1 more source

