Results 101 to 110 of about 1,400,767 (236)

The Black-Scholes type financial models and the arbitrage opportunities

Revista de Matemática: Teoría y Aplicaciones, 2009
Usando el concepto de leyes de conservaci´on, estudiamos ciertos modelos financieros similares al modelo de Black–Scholes. Demostramos que sin limitaciones complementarias tales modelos pueden tener dos o m´as volatilidades.
Nikolay Sukhomlin
doaj   +1 more source

An interval version of Black–Scholes European option pricing model and its numerical solution

Results in Applied Mathematics
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

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

Portrait of France Vinton Scholes

, 1920
Portrait of France Vinton ...
Scholes, France Vinton, 1897-
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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

Black-Scholes type equations: mathematical analysis, parameter identification & numerical solution

, 2005
In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black ...
Bertram Duering (4462882)
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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
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Option Pricing: The empirical tests of the Black-Scholes pricing formula and the feed-forward networks

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
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„BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS” [PDF]

Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time.stocks, options ...
Turcan Radu Olimpiu Calin
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Solving the general form of the fractional Black–Scholes with two assets through Reconstruction Variational Iteration Method

Results in Applied Mathematics
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, Abbas Poya, Mohammad Ali Zirak   +2 more
doaj   +1 more source