Results 131 to 140 of about 1,920,083 (235)

An unconditionally stable, positivity-preserving splitting scheme for nonlinear Black-Scholes equation with transaction costs. [PDF]

ScientificWorldJournal, 2014
Guo J, Wang W.
europepmc   +1 more source

Evaluation of Options using the Black-Scholes Methodology

Expert Journal of Economics, 2019
This paper discusses how to obtain the Black-Scholes equation to evaluate options and how to obtain explicit solutions for Call and Put. The Black-Scholes equation, which is the basis for determining explicit solutions for Call and Put, is a rather ...
Vasile BRĂTIAN
doaj  

Black-Scholes Model

reservedIl Modello Black-Scholes rappresenta uno degli strumenti più influenti nella finanza per la valutazione delle opzioni. Questa tesi analizza i fondamenti teorici del modello, esplorando le ipotesi di base, la derivazione matematica dell'equazione
CASNA, ALICE
core  

Pre-electoral coalition agreement from the Black-Scholes point of view. [PDF]

Sci Rep
Mitrović D.
europepmc   +1 more source

Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]

Sci Rep
Song L, Tan Y, Yu F, Luo Y, Zheng J.
europepmc   +1 more source

Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation [PDF]

A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs.
Michel Fournié, Ansgar Jüngel, Bertram Düring   +2 more
core  

A Study on Black-Scholes Model and Implied Volatility

, 2009
[[abstract]]Black-Scholes Model, a famous options pricing theory, has been widely used to evaluate the price of financial derivatives. Despite of the fact that many scholars argued against the model and attempted to modify it, Black-Scholes Model, now an
Liao Hung-sheng
core  

Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]

Entropy (Basel)
Abedi M.
europepmc   +1 more source

The real option value of multistage agricultural research for development. [PDF]

PLoS One
Schiek B.
europepmc   +1 more source