Results 151 to 160 of about 1,400,767 (236)

Black-Scholes model under subordination

open access: yes
In this paper we consider a new mathematical extension of the Black-Scholes model in which the stochastic time and stock share price evolution is described by two independent random processes.
Aleksander Stanislavsky
core  

Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]

open access: yesSci Rep
Abdelwahed HG   +5 more
europepmc   +1 more source

Is the gamma risk of options insurable?

open access: yes
In this article we analyze the risk associated with hedging written call options. We introduce a way to isolate the gamma risk from other risk types and present its loss distribution, which has heavy tails. Moving to an insurance point of view, we define
Egli, Daniel   +3 more
core  

Deprivation and limitations in daily life in new onset kidney disease: a population study. [PDF]

open access: yesClin Kidney J
Cowan E   +12 more
europepmc   +1 more source

Critically Important Cancer Outcomes to Report in Kidney Transplant Trials. [PDF]

open access: yesKidney Int Rep
Dobrijevic E   +19 more
europepmc   +1 more source

The Black-Scholes pricing formula in the quantum context. [PDF]

open access: yesProc Natl Acad Sci U S A, 1998
Segal W, Segal IE.
europepmc   +1 more source

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