Results 11 to 20 of about 32,934 (189)

The Adomian Decomposition Method for Standard Power Options

Ratio Mathematica, 2022
Black-Scholes model derived by Black and Scholes is worldwide used mathematical model for valuing option price. This model brings a new quantitative approach for researcher to finding theoretical values of options.
Sanjay J. Ghevariya
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Studying a Tumor Growth Partial Differential Equation via the Black–Scholes Equation

Computation, 2020
Two equations are considered in this paper—the Black–Scholes equation and an equation that models the spatial dynamics of a brain tumor under some treatment regime. We shall call the latter equation the tumor equation.
Winter Sinkala, Tembinkosi F. Nkalashe
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Analytical solution of time-fractional N-dimensional Black-Scholes equation using LHPM

Ratio Mathematica, 2023
A famous Black-Scholes differential equation is used for pricing options in financial world which represents financial derivatives more significantly. Option is one of the crucial financial derivatives. Sawangtong P., Trachoo K., Sawangtong W.
Sanjay Ghevariya, CHETANBHAI PATEL
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The Approximate Analytic Solution of the Time-Fractional Black-Scholes Equation with a European Option Based on the Katugampola Fractional Derivative

Mathematics, 2021
In the finance market, it is well known that the price change of the underlying fractal transmission system can be modeled with the Black-Scholes equation.
Sivaporn Ampun, Panumart Sawangtong
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Controllabilty and stability analysis on a group associated with Black-Scholes equation [PDF]

Archives of Control Sciences, 2020
In this paper we have studied the driftless control system on a Lie group which arises due to the invariance of Black-Scholes equation by conformal transformations.
Archana, Tiwari, Debanjana, Bhattacharyya, K.C., Pati   +2 more
doaj   +1 more source

Black-Scholes option pricing within Ito and Stratonovich conventions [PDF]

, 2000
Options financial instruments designed to protect investors from the stock market randomness. In 1973, Fisher Black, Myron Scholes and Robert Merton proposed a very popular option pricing method using stochastic differential equations within the Ito ...
Arthur, Bachelier, Bak, Baxter, Black, Bouchaud, Campbell, Carslaw, Cox, Cox, Fama, Gardiner, Gihman, Harrison, Hull, Itô, J Masoliver, J Perelló, J.M Porrà, Lindenberg, Lux, M Montero, Mandelbrot, Merton, Merton, Merton, Osborne, Sharpe, Smith, Stratonovich, Van Kampen, Wilmott, Wilmott   +32 more
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Lattice Boltzmann Method for the Generalized Black-Scholes Equation

Advances in Mathematical Physics, 2023
In this paper, an efficient lattice Boltzmann model for the generalized Black-Scholes equation governing option pricing is proposed. The Black-Scholes equation is firstly equivalently transformed into an initial value problem for a partial differential ...
Fangfang Wu, Duoduo Xu, Ming Tian, Yingying Wang   +3 more
doaj   +1 more source

Relativistic Black-Scholes model [PDF]

, 2016
Black-Scholes equation, after a certain coordinate transformation, is equivalent to the heat equation. On the other hand the relativistic extension of the latter, the telegraphers equation, can be derived from the Euclidean version of the Dirac equation.
Trzetrzelewski, Maciej
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Application of the Generalized Laplace Homotopy Perturbation Method to the Time-Fractional Black–Scholes Equations Based on the Katugampola Fractional Derivative in Caputo Type

Computation, 2021
In the finance market, the Black–Scholes equation is used to model the price change of the underlying fractal transmission system. Moreover, the fractional differential equations recently are accepted by researchers that fractional differential equations
Sirunya Thanompolkrang, Wannika Sawangtong, Panumart Sawangtong   +2 more
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Forecasting the behaviour of fractional Black-Scholes option pricing equation by laplace perturbation iteration algorithm

Alexandria Engineering Journal, 2023
Financial derivatives plays a major role in all financial deals these days. Black–Scholes option pricing model gives a risk free analysis for investing in options. In the current work, a method called the Laplace Perturbation Iteration Algorithm is being
Fareeha Sami Khan, Mariam Sultana, Muhammad Khalid, Faheem Zaidi, Kamsing Nonlaopon   +4 more
doaj   +1 more source