Results 171 to 180 of about 3,126,770 (217)

Association between tooth loss and kidney function: indirect roles of oxidative stress and systemic inflammation in NHANES 2001-2020. [PDF]

Saudi Dent J
Gong L, Niu L, Zhao W.
europepmc   +1 more source

Spatial modeling of forest-savanna bistability: impacts of fire dynamics and timescale separation. [PDF]

J Math Biol
Shen K, Levin S, Patterson D.
europepmc   +1 more source

The Black-Scholes Equation and Formula

, 2013
openaire   +1 more source

On analytical solutions of the Black–Scholes equation [PDF]

Applied Mathematics Letters, 2009
This paper shows a theoretical way of finding the analytical solution of the Black-Scholes quation under a given terminal condition. The main technique is based on the Adomian approximate decomposition. The authors also claim its effectiveness to solve some other related problems in finance theory.
Martin Bohner
exaly   +4 more sources

Control of the Black–Scholes equation

Computers and Mathematics With Applications, 2017
There are hundreds of papers dealing with the Black-Scholes equation. Yet, no one seems to have ever used the scaling invariance coming from the heat equation. And there appears to be very few studies on the "control aspect" of the equation. In previous works, J.Y. Chemin and Cl.
Claire David
exaly   +7 more sources

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On modified Black–Scholes equation

Chaos, Solitons & Fractals, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ahmed, E., Abdusalam, H. A.
openaire   +1 more source

Conservation laws for the Black–Scholes equation

Nonlinear Analysis: Real World Applications, 2009
The authors begin by recalling the relationship between the Black-Scholes equation and the diffusion equation -- a result already known to Black and Scholes but presented here in the framework of Lie point symmetries. They analyze the Black-Scholes equation for potential symmetries by writing it in an obvious conserved form and obtain the solutions ...
Edelstein, R. M., Govinder, K. S.
exaly   +2 more sources

A new direct method for solving the Black–Scholes equation

Applied Mathematics Letters, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pablo Sevilla Peris, Lucas Jódar
exaly   +3 more sources