Results 211 to 220 of about 1,400,767 (236)

Numerical solution of the time fractional Black–Scholes model governing European options

Computers and Mathematics With Applications, 2016
Fawang Liu
exaly  

Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model

Entropy, 2000
Michael Stützer
exaly  

The Black–Scholes Model

2015
openaire   +1 more source

Pricing of basket options in subdiffusive fractional Black–Scholes model

Chaos, Solitons and Fractals, 2017
Marcin Magdziarz
exaly  

The Black-Scholes model

2021
openaire   +1 more source

Modelling Option Prices in Australia Using the Black-Scholes Model

Australian Journal of Management, 1983
exaly  

Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function

Computational Economics, 2017
Farshid Mehrdoust, Ali Reza Najafi, Mehrdoust Farshid   +2 more
exaly  

Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility

Asia-Pacific Financial Markets, 2009
exaly  

Block-pulse operational matrix method for solving fractional Black-Scholes equation

Journal of Economic Studies, 2017
Farshid Mehrdoust, A H Refahi Sheikhani
exaly  

Numerical Methods for Non-Linear Black–Scholes Equations

Applied Mathematical Finance, 2010
exaly