Results 41 to 50 of about 31,684 (198)

Pseudo Hermitian formulation of Black-Scholes equation

, 2011
We show that the non Hermitian Black-Scholes Hamiltonian and its various generalizations are eta-pseudo Hermitian. The metric operator eta is explicitly constructed for this class of Hamitonians.
Ataullah, Baaquie, Baaquie, Baaquie, Baaquie, Bender, Choustova, Contreras, Haven, Haven, Haven, Henry-Laboredere, Ilinski, Jana, Li, Linetsky, Mantegna, Mostafazadeh, P. Roy, Schaden, T.K. Jana   +20 more
core   +1 more source

Identifying knowledge barriers to agroforestry adoption and co‐designing solutions to them

People and Nature, EarlyView.
Abstract Compared to monocultures, agroforestry can promote biodiversity, ecosystem functioning and climate resilience, whilst maintaining or enhancing production and profits. Despite this, uptake in temperate regions remains low. Knowledge gaps amongst land managers are a primary barrier to uptake, but little is known about which aspects of ...
Amelia S. C. Hood, Verena Scherfranz, Rosy E. Scholes, Erika Degani, Tom Staton, Alexa Varah, Lena Schaller, Alice L. Mauchline   +7 more
wiley   +1 more source

Scale dependence in remotely sensed biodiversity: Leveraging continental‐scale imaging spectroscopy from the National Ecological Observatory Network

Remote Sensing in Ecology and Conservation, EarlyView.
Imaging spectroscopy enables large‐scale biodiversity assessment, yet spectral diversity metrics are scale dependent. Across 15 NEON ecosystems, we find that spectral richness increases sub‐linearly from 3600 m2 to 4 km2, whereas spectral divergence shows weak or inconsistent scaling with area, underscoring the importance of scale‐aware interpretation ...
Meghan T. Hayden, Matthew W. Rossi, Laura E. Dee, Kyle Kovach, Cibele H. Amaral, Jacob Nesslage, Madeline Slimp, Rachel S. Meyer, E. Natasha Stavros   +8 more
wiley   +1 more source

Analisis metode binomial dipercepat pada perhitungan harga opsi Eropa

Cauchy: Jurnal Matematika Murni dan Aplikasi, 2014
Model umum yang digunakan dalam perhitungan harga opsi Eropa adalah model Black Scholes. Kemudian ditemukan suatu metode baru yang merupakan aproksimasi dari model Black Scholes yaitu metode Binomial. Akan tetapi, perhitungan harga opsi Eropa menggunakan
Istiqomah Istiqomah, Abdul Azis
doaj   +1 more source

Unveiling Regional Disparities: Exploring Cybersecurity Capabilities and Performance Through Systems Theory Approach

Systems Research and Behavioral Science, EarlyView.
ABSTRACT This study investigates the relationship between cybersecurity capabilities (CCs) and cybersecurity performance (CP) across diverse regional contexts, employing ordinary least squares (OLS) and random forest (RF) regression models. The research highlights how economic, political and cultural factors shape CCs and their impact on CP ...
Angélica Pigola, Priscila Rezende da Costa, Fernando de Souza Meirelles   +2 more
wiley   +1 more source

Below the leaves: Integrating above‐ and below‐ground phenology for earth‐system predictability

Functional Ecology, EarlyView.
Read the free Plain Language Summary for this article on the Journal blog. Abstract Almost every aspect of biological systems has phenology—a pattern in activity or function linked to annual cycles. Most terrestrial phenology research focusses on leaves, the onset of leaf out or senescence.
Kendalynn Morris, Richard Nair
wiley   +1 more source

Beberapa aspek tentang black-scholes option pricing model

Jurnal Akuntansi dan Auditing Indonesia, 2018
Nobel Ekonomi 1997 diberikan kepada Myron Scholes dan Robert Merton. Myron Scholes bersama Fisher Black memberi landasan yang sangat penting dalam teori sekuritas derivatif dengan menemukan model penilaian opsi Black-Scholes Option Pricing Model (OPM ...
Zaenal Arifin
doaj  

Optimal hedging of Derivatives with transaction costs

, 2005
We investigate the optimal strategy over a finite time horizon for a portfolio of stock and bond and a derivative in an multiplicative Markovian market model with transaction costs (friction).
Avellaneda M., ERIK AURELL, Fleming W. H., Hakanson N., PAOLO MURATORE-GINANNESCHI   +4 more
core   +3 more sources

The effect of addback statutes on CEO compensation

Accounting &Finance, Volume 65, Issue 1, Page 793-818, March 2025.
Abstract Exploiting the adoption of addback statutes, which occurred at different times, as exogenous shocks to corporate taxable income, we examine the effect of tax policy changes on the compensation of chief executive officers (CEOs). We provide evidence that CEOs of firms headquartered in states affected by addback statutes experienced a decrease ...
Karel Hrazdil, Gerald Lobo, Ray Zhang, Weiji Zhang   +3 more
wiley   +1 more source

PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES

Jurnal Lebesgue, 2021
Stock trading has a risk that can be said to be quite large due to fluctuations in stock prices. In stock trading, one alternative to reduce the amount of risk is options. The focus of this research is on European options which are financial contracts by
Diana Purwandari
doaj   +1 more source