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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A closed-box kernel function for numerical simulation of transient heat conduction. [PDF]
Zhang Y +5 more
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The mean field market model revisited. [PDF]
Hasenbichler M, Müller W, Thonhauser S.
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Estimating Trends in Cardiovascular Disease Risk for the EXPOSE (Explaining Population Trends in Cardiovascular Risk: A Comparative Analysis of Health Transitions in South Africa and England) Study: Repeated Cross-Sectional Study. [PDF]
Scholes S +4 more
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Delocalization versus Coherence under Vibrational and Environmental Disorder in Photoexcited Supramolecular Aggregates. [PDF]
Giannini S +6 more
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Transiently delocalised hybrid quantum states are gateways for efficient exciton dissociation at organic donor-acceptor interfaces. [PDF]
Ivanović F +3 more
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Ultrafast exciton energy transfer dynamics in the cryptophyte light-harvesting antenna phycoerythrin 566. [PDF]
Guo N +10 more
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Nonparametric estimation via partial derivatives. [PDF]
Dai X.
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A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
Liu J, Zhou L, Yu H.
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Inhibitors supercharge kinase turnover through native proteolytic circuits. [PDF]
Scholes NS +29 more
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