Results 41 to 50 of about 1,400,767 (236)

Lie Symmetry Analysis of a First-Order Feedback Model of Option Pricing

Advances in Mathematical Physics, 2015
A first-order feedback model of option pricing consisting of a coupled system of two PDEs, a nonliner generalised Black-Scholes equation and the classical Black-Scholes equation, is studied using Lie symmetry analysis.
Winter Sinkala, Tembinkosi F. Nkalashe
doaj   +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

Robust option replication for a Black-Scholes model extended with nondeterministic trends

, 2012
Statistical analysis on various stocks reveals long range dependence behavior of the stock prices that is not consistent with the classical Black and Scholes model.
Schoenmakers, John G. M., Kloeden, Peter E.   +1 more
core   +1 more source

ANALISIS PERBANDINGAN KEAKURATAN HARGA CALL OPTION DENGAN MENGGUNAKAN METODE MONTE CARLO SIMULATION DAN METODE BLACK SCHOLES PADA INDEKS HARGA SAHAM GABUNGAN (IHSG)

Jurnal Manajemen Indonesia, 2017
Opsi adalah salah satu instrument derivative. Option merupakan investasi yang cukup menarik untuk dilakukan apabila volatilitasnya tinggi. Risiko dapat digambarkan dengan volatilitas.
Tieka Trikartika Gustyana, Andrieta Shintia Dewi   +1 more
doaj   +1 more source

Pricing formula for exchange option in fractional black-scholes model with jumps [PDF]

Journal of Hyperstructures, 2014
In this paper pricing formula for exchange option in a fractional Black-Scholes model with jumps is derived. We found out some errors in proof of pricing formula for European call option [7]. At first we revise these errors and then extend this result to
Kyong-Hui Kim, Myong-Guk Sin, Un-Hua Chong   +2 more
doaj   +1 more source

Liquid jet capabilities for ultrafast chemistry at the SwissFEL Alvra instrument

Journal of Synchrotron Radiation, EarlyView.
The technical aspects of the Alvra endstation are outlined and its scientific capabilities are demonstrated with commissioning results obtained during the early years of SwissFEL's operation.The Alvra experimental station at the Swiss X‐ray free‐electron laser, SwissFEL, investigates ultrafast dynamics in chemical and biological systems using X‐ray ...
Claudio Cirelli, Emma Victoria Beale, Florian Dworkowski, Victoria Kabanova, Sven Augustin, Gregor Knopp, Chris Milne, Christoph Bostedt, Philip J. M. Johnson, Camila Bacellar   +9 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

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

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  

Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying

American Journal of Political Science, EarlyView.
Abstract Elections can lead to substantial policy changes and, thus, are a significant source of risk. Firms can respond to such policy uncertainty by lobbying, but it is hard to quantify whether they do so and, if so, how much lobbying benefits them. We construct a new dataset and leverage investors’ expectations of variability in stock returns in the
Kristy Buzard, Nathan Canen, Sebastian Saiegh   +2 more
wiley   +1 more source