Results 131 to 140 of about 1,400,767 (236)

El modelo de Black-Scholes

, 2004
Se presenta el modelo de Black-Scholes, a través del más popular de los contratos financieros, esto es, la opción de compra europea. Se establece la fórmula de valuación martingala para reclamos contingentes en general y se muestra una aplicación de ella
Chávez Fuentes, Jorge Richard
core   +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 FOR EVALUATION OF OPTIONS

, 2010
V diplomski nalogi obravnavam Black-Scholesov model vrednotenja opcij, ki sta ga leta 1973 razvila Fisher Black in Myron Scholes. Black-Scholesov model je primeren za vrednotenje več vrst opcij, vendar pa v praksi prihaja do velikih razhajanj med ...
Najvirt, Damir
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  

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

Sci Rep
Mitrović D.
europepmc   +1 more source

Closed forms for European options in a local volatility model [PDF]

Because of its very general formulation, the local volatility model does not have an analytical solution for European options. In this article, we present a new methodology to derive closed form solutions for the price of any European options.
Emmanuel Gobet, Eric Benhamou, Mohammed Miri   +2 more
core  

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

The incremental value of liquid biopsy in the initial evaluation of patients with metastatic non-small cell lung cancer undergoing tissue-based molecular testing. [PDF]

J Liq Biopsy
Bleiberg BA, Scholes DG, Reed-Guy L, Dravid D, Sun LL, Singh AP, Cohen RB, Langer CJ, Marmarelis ME, Aggarwal C.   +9 more
europepmc   +1 more source

Photoenzymatic Csp³-Csp³ bond formation via enzyme-templated radical-radical coupling. [PDF]

Proc Natl Acad Sci U S A
Liu Y, Oblinsky DG, Dell'Orletta G, Di Fonte N, Sorigue D, Page CG, Daidone I, Scholes GD, Hyster TK.   +8 more
europepmc   +1 more source