Results 71 to 80 of about 31,684 (198)
Convergence Numerically of Trinomial Model in European Option Pricing
A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price.
Entit Puspita +2 more
doaj +1 more source
EMPIRICAL STUDY ON THE PERFORMANCES OF BLACK-SCHOLES MODEL FOR EVALUATING EUROPEAN OPTIONS [PDF]
In this study we aim at analyzing the way the model Black-Scholes works in practice. The data used for analysis refer to European-type call options having as supportassets the CAC-40 money-market index. Our approach will be structured in two parts.
Armeanu, Dan, Vasile, Emilia
core
Race‐related research in economics
Abstract Issues of racial justice and economic inequalities between racial and ethnic groups have risen to the top of public debate. Economists' ability to contribute to these debates is based on the body of race‐related research. We study the volume and content of race‐related research in economics.
Arun Advani +4 more
wiley +1 more source
Employee Stock Options: Much More Valuable Than You Thought [PDF]
Previous papers have argued that trading restrictions can result in a typical employee stock option having a subjective value (certainty equivalent value) that is substantially less than its Black-Scholes value. However, these analyses ignore the manager’
James E. Hodder, Jens Carsten Jackwerth
core
Moving In and Out of Reading: Teens Talking About Books, Digital Games, Social Media and Fanfiction
ABSTRACT This article examines teens' recreational reading activities as they move between books and digital media. It uses the model of connected reading to understand connections between teen reading practices and digital pastimes. Using focus group data, we draw on participants' experiences with books, fan texts, video games, and social media and ...
Amy Schoonens, Michael Dezuanni
wiley +1 more source
It is well known that the Black-Scholes model is used to establish the behavior of the option pricing in the financial market. In this paper, we propose the modified version of Black-Scholes model with two assets based on the Liouville-Caputo fractional ...
Panumart Sawangtong +3 more
doaj +1 more source
ABSTRACT Start‐up CEOs are usually more aligned with the interests of the venture board compared to CEOs in legacy firms, and therefore it is usual to conclude that the traditional agency problem is lower in ventures. In this article, it is argued that this is only half of the story, and that the agency problem is reversed in early ventures such that ...
Glenn Kristiansen
wiley +1 more source
The Black–Scholes model is a fundamental concept in modern financial theory. It is designed to estimate the theoretical value of derivatives, particularly option prices, by considering time and risk factors. In the context of agricultural insurance, this
Astrid Sulistya Azahra +2 more
doaj +1 more source
Quantum effects in an expanded Black-Scholes model. [PDF]
Bhatnagar A, Vvedensky DD.
europepmc +1 more source
Responses of African Savanna Trees to Large Herbivore Extinction and Rewilding
Trophic rewilding may be a restoration ‘win‐win’ if the return of extirpated wildlife also restores lost ecosystem function, but few studies have addressed whether wildlife reintroduction is capable of reversing changes that occurred during extirpation.
Tyler C. Coverdale +5 more
wiley +1 more source

