Neural Network Learning of Black-Scholes Equation for Option Pricing [PDF]
One of the most discussed problems in the financial world is stock option pricing. The Black-Scholes Equation is a Parabolic Partial Differential Equation which provides an option pricing model.
Ferreira, Tiago Alessandro Espinola +1 more
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Quantum effects in an expanded Black-Scholes model. [PDF]
Eur Phys J B, 2022 Bhatnagar A, Vvedensky DD.
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Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]
Entropy (Basel)Abedi M.
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The real option value of multistage agricultural research for development. [PDF]
PLoS OneSchiek B.
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„BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS” [PDF]
Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time.stocks, options ...
Turcan Radu Olimpiu Calin
core
Learning variable-order time fractional diffusion equations using Physics-Informed Neural Networks. [PDF]
PLoS OneRen L, Jin S.
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Unlocking the financing potential of forest-based carbon assets: a valuation framework for pledge lending under uncertainty in China. [PDF]
Sci RepZhang Y, Zhang J.
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FINITE ELEMENT SOLUTIONS OF THE BLACK SCHOLES EQUATION
, 2019 Bu tez, Opsiyon Değerleme yöntemlerinden Black Scholes denkleminin sonlu eleman çözümleri üzerine tasarlanmıştır. Araştırmanın ilk bölümünde sonlu elemanlar yöntemi, opsiyonlar ve opsiyon fiyatlandırma yöntemi olan Black Scholes denklemi hakkında ...
Asar,Cihan
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Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Sci RepKumar S, Wilmott CM.
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Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
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