Results 111 to 120 of about 1,920,083 (235)
Portrait of France Vinton Scholes
, 1920 Portrait of France Vinton ...
Scholes, France Vinton, 1897-
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Beta Estimation Under Infrequent Trading: A Machine Learning Approach
International Review of Finance, Volume 26, Issue 3, September 2026.ABSTRACT When shares are traded infrequently, beta estimates are often severely biased. We find that machine learning methods significantly improve forecasts of the conventional beta proxy in this infrequently traded market. They generate superior beta forecasts, statistically and economically outperforming the traditional model used by practitioners ...
Alejandro Maldonado Mendoza +1 more
wiley +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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Unpacking the Local Pay Gap: New Insights Into CSR and Employee Relations
International Review of Finance, Volume 26, Issue 3, September 2026.ABSTRACT We examine the relationship between CEO local tournament incentives and corporate social responsibility (CSR) activities. Larger local pay gaps are linked to lower CSR engagement, driven exclusively by weaker performance in the employee relations dimension, characterized by fewer strengths and more concerns.
Hsin‐I Chou, Tu Nguyen, Jing Zhao
wiley +1 more source
Learning agents in Black-Scholes financial markets. [PDF]
R Soc Open Sci, 2020 Vaidya T, Murguia C, Piliouras G.
europepmc +1 more source
The Sustainable Black-Scholes Equations
, 2018 In incomplete markets, a basic Black-Scholes perspective has to be complemented by the valuation of market imperfections. Otherwise this results in Black-Scholes Ponzi schemes, such as the ones at the core of the last global financial crisis, where ...
Crépey, Stéphane +2 more
core +2 more sources
THE ANALYTICAL SOLUTIONS OF EUROPEAN OPTIONS ON SHARES PRICING MODELS
Jurnal Akuntansi dan Keuangan, 2004 The Black-Scholes options formula is the breakthrough in valuating options prices. However, the formula is heavily based on several assumptions that are not realistic in practice. The extensions of the assumptions are needed to make options pricing model
Andriansyah Andriansyah
doaj
„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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Black-Scholes Theory and Diffusion Processes on the Cotangent Bundle of the Affine Group. [PDF]
Entropy (Basel), 2020 Jayaraman AS, Campolo D, Chirikjian GS.
europepmc +1 more source