Pre-electoral coalition agreement from the Black-Scholes point of view. [PDF]
Mitrović D.
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Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]
Urniezius R +9 more
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Analyzing Sequential Betting with a Kelly-Inspired Convective-Diffusion Equation. [PDF]
Velegol D, Bishop KJM.
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Modeling and analysis of fascioliasis disease with Katugampola fractional derivative: a memory-incorporated epidemiological approach. [PDF]
Pandey RK, Nisar KS.
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Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space. [PDF]
Kannari M, Naito R, Yamada T.
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Soliton wave profiles and dynamical analysis of fractional Ivancevic option pricing model. [PDF]
Jhangeer A, Faridi WA, Alshehri M.
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A novel numerical investigation of fiber Bragg gratings with dispersive reflectivity having polynomial law of nonlinearity. [PDF]
Tariq H +6 more
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Precise spike-timing information in the brainstem is well aligned with the needs of communication and the perception of environmental sounds. [PDF]
Scholes C +5 more
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Autocatalytic degradation of the extremely potent greenhouse gas SF<sub>6</sub> in basic alcoholic solution. [PDF]
Sietmann A +9 more
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Black-Scholes differential equation and its development
L'equació de Black-Scholes és una equació en derivades parcials (EDP) de tipus difusió. Aquest model introdueix que els increments de l'actiu subjacent segueixen un moviment Brownià. És un mètode eficient per calcular el valor d'opcions de compra i de venda sobre actius financers.
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