Results 151 to 160 of about 31,684 (198)

Delocalization versus Coherence under Vibrational and Environmental Disorder in Photoexcited Supramolecular Aggregates. [PDF]

J Am Chem Soc
Giannini S, Segalina A, Padula D, Cantina M, Pastore M, Prampolini G, Santoro F.   +6 more
europepmc   +1 more source

Analyzing Sequential Betting with a Kelly-Inspired Convective-Diffusion Equation. [PDF]

Entropy (Basel)
Velegol D, Bishop KJM.
europepmc   +1 more source

Histopathology of <i>Aculeastrum americanum</i> on <i>Rubus idaeus</i> and insights into the chloroplast-pathogen interaction. [PDF]

Front Plant Sci
Barbosa LHS, Neumann U, Timmers T, Andersen TG, Appezzato-da-Glória B.   +4 more
europepmc   +1 more source

Vibronically assisted sub-cycle charge transfer at a non-fullerene acceptor heterojunction. [PDF]

Nat Commun
Ghosh P, Royakkers J, Londi G, Giannini S, Arul R, Gillett AJ, Keene ST, Zelewski SJ, Beljonne D, Bronstein H, Rao A.   +10 more
europepmc   +1 more source

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Black Scholes 50th Anniversary

Wilmott, 2023
How time flies when you are making money
openaire   +1 more source

An inverse Black–Scholes problem

Optimization and Engineering, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Riane, Nizar, David, Claire
openaire   +1 more source

Tweaking Black-Scholes

SSRN Electronic Journal, 2009
Option professionals routinely tweak the Black-Scholes option pricing model using a volatility smile. Using algebraic analysis and Monte Carlo simulation experiments, we compare the hedging performance of the tweaked Black-Scholes option pricing model with a stochastic volatility model in a stochastic volatility setting.
Do-Sub Jung, Charles J. Corrado
openaire   +1 more source

Black Scholes: The Imperfect Hedge

SSRN Electronic Journal, 2018
This paper follows up a discussion in the authors previous work on Louis Bachelier, examining the Black Scholes Merton model and reviewing the Payoff, Profit and Value of the option contract so defined. The paper in doing so addresses the contention that a perfect hedge can be achieved finding this is not achieved.
openaire   +1 more source

On modified Black–Scholes equation

Chaos, Solitons & Fractals, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ahmed, E., Abdusalam, H. A.
openaire   +1 more source