Results 81 to 90 of about 31,684 (198)
Environmental Pollution Liability Insurance Pricing and the Solvency of Insurance Companies in China: Based on the Black-Scholes Model. [PDF]
Int J Environ Res Public Health, 2023 Chen S, Yang J.
europepmc +1 more source
Option Pricing in a Fractional Brownian Motion Environment [PDF]
The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
core
Journal of Renal Care, Volume 52, Issue 1, March 2026.ABSTRACT Background Although self‐management is essential for slowing the progression of chronic kidney disease and improving quality of life, patients continue to face substantial and varied challenges in managing their condition. Existing research has identified barriers to self‐management but less is known about the barriers and facilitators ...
Laura E. Lunardi +13 more
wiley +1 more source
A family of positive nonstandard numerical methods with application to Black-Scholes equation [PDF]
Sahand Communications in Mathematical Analysis, 2017 Nonstandard finite difference schemes for the Black-Scholes partial differential equation preserving the positivity property are proposed. Computationally simple schemes are derived by using a nonlocal approximation in the reaction term of the Black ...
Mohammad Mehdizadeh Khalsaraei +1 more
doaj
Urban and Power Plant NOx Emissions in Sub‐Saharan Africa Inferred From TROPOMI
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 4, 28 February 2026.Abstract Nitrogen oxides (NOx) emissions are increasing rapidly in Sub‐Saharan Africa, affecting local air quality. Outside South Africa, most hotspots are relatively small, posing a challenge for traditional top‐down inversions. We tailor an existing top‐down wind rotation and Gaussian plume fit inversion to suit the relatively small NOx hotspots for ...
Eloise A. Marais +6 more
wiley +1 more source
The exact value for European options on a stock paying a discrete dividend [PDF]
In the context of a Black-Scholes economy and with a no-arbitrage argument, we derive arbitrarily accurate lower and upper bounds for the value of European options on a stock paying a discrete dividend.
Amaro de Matos, Joao +2 more
core +1 more source
The Black-Scholes type financial models and the arbitrage opportunities
Revista de Matemática: Teoría y Aplicaciones, 2009 Usando el concepto de leyes de conservaci´on, estudiamos ciertos modelos financieros similares al modelo de Black–Scholes. Demostramos que sin limitaciones complementarias tales modelos pueden tener dos o m´as volatilidades.
Nikolay Sukhomlin
doaj +1 more source
An interval version of Black–Scholes European option pricing model and its numerical solution
Results in Applied MathematicsThe Black–Scholes model, a powerful tool for valuation of equity options specially European equity options, is based on assumptions that are violated in some situations due to market realities.
S. Zangoei Zadeh, M. Azizian, M. Sarvari
doaj +1 more source
Abstract and Applied Analysis, 2013 An adaptive wavelet precise integration method (WPIM) based on the variational iteration method (VIM) for Black-Scholes model is proposed. Black-Scholes model is a very useful tool on pricing options.
Huahong Yan
doaj +1 more source
Black-Scholes and Extended Black-Scholes Models: A Comparative Statistical Analysis [PDF]
, 2007 Much research has been done on options pricing. Black and Scholes [12] set the benchmark in 1973 with their model for arbitrage-free, risk-neutral options valuation. Arbitrage-free refers to a market environment where prices are such that trading opportunities with no risk do not exist and risk-neutral commodities earn a risk free interest rate.
openaire +2 more sources