Results 41 to 50 of about 32,893 (190)

Gambling and Substance Use: Early Evidence From Sports Betting Laws

Health Economics, EarlyView.
ABSTRACT Previous research documents a strong association between gambling and substance use, suggesting that these seemingly distinct behaviors may share similar environmental, neurobiological, and genetic causes. However, there is a dearth of credible empirical evidence on whether gambling has a causal impact on substance use or vice versa.
Kabir Dasgupta, Keshar Ghimire
wiley   +1 more source

Scale dependence in remotely sensed biodiversity: Leveraging continental‐scale imaging spectroscopy from the National Ecological Observatory Network

Remote Sensing in Ecology and Conservation, EarlyView.
Imaging spectroscopy enables large‐scale biodiversity assessment, yet spectral diversity metrics are scale dependent. Across 15 NEON ecosystems, we find that spectral richness increases sub‐linearly from 3600 m2 to 4 km2, whereas spectral divergence shows weak or inconsistent scaling with area, underscoring the importance of scale‐aware interpretation ...
Meghan T. Hayden, Matthew W. Rossi, Laura E. Dee, Kyle Kovach, Cibele H. Amaral, Jacob Nesslage, Madeline Slimp, Rachel S. Meyer, E. Natasha Stavros   +8 more
wiley   +1 more source

Long memory stochastic volatility in option pricing

, 2004
The aim of this paper is to present a simple stochastic model that accounts for the effects of a long-memory in volatility on option pricing. The starting point is the stochastic Black-Scholes equation involving volatility with long-range dependence.
Fedotov, Sergei, Tan, Abby
core   +4 more sources

Unveiling Regional Disparities: Exploring Cybersecurity Capabilities and Performance Through Systems Theory Approach

Systems Research and Behavioral Science, EarlyView.
ABSTRACT This study investigates the relationship between cybersecurity capabilities (CCs) and cybersecurity performance (CP) across diverse regional contexts, employing ordinary least squares (OLS) and random forest (RF) regression models. The research highlights how economic, political and cultural factors shape CCs and their impact on CP ...
Angélica Pigola, Priscila Rezende da Costa, Fernando de Souza Meirelles   +2 more
wiley   +1 more source

Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method

Abstract and Applied Analysis, 2013
This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative.
Lina Song, Weiguo Wang
doaj   +1 more source

Novel Approaches for Getting the Solution of the Fractional Black–Scholes Equation Described by Mittag-Leffler Fractional Derivative

Discrete Dynamics in Nature and Society, 2020
The value of an option plays an important role in finance. In this paper, we use the Black–Scholes equation, which is described by the nonsingular fractional-order derivative, to determine the value of an option. We propose both a numerical scheme and an
Ndolane Sene, Babacar Sène, Seydou Nourou Ndiaye, Awa Traoré   +3 more
doaj   +1 more source

Homotopy perturbation method for fractional black-scholes european option pricing equations using Sumudu transform [PDF]

, 2013
The homotopy perturbation method, Sumudu transform, and He’s polynomials are combined to obtain the solution of fractional Black-Scholes equation. The fractional derivative is considered in Caputo sense.
Elbeleze, Asma Ali, Kilicman, Adem, M. Taib, Bachok   +2 more
core   +3 more sources

Below the leaves: Integrating above‐ and below‐ground phenology for earth‐system predictability

Functional Ecology, EarlyView.
Read the free Plain Language Summary for this article on the Journal blog. Abstract Almost every aspect of biological systems has phenology—a pattern in activity or function linked to annual cycles. Most terrestrial phenology research focusses on leaves, the onset of leaf out or senescence.
Kendalynn Morris, Richard Nair
wiley   +1 more source

A family of positive nonstandard numerical methods with application to Black-Scholes equation [PDF]

Sahand Communications in Mathematical Analysis, 2017
Nonstandard finite difference schemes for the Black-Scholes partial differential equation preserving the positivity property are proposed. Computationally simple schemes are derived by using a nonlocal approximation in the reaction term of the Black ...
Mohammad Mehdizadeh Khalsaraei, Nashmil Osmani   +1 more
doaj  

Control of the Black–Scholes equation

Computers & 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.
openaire   +3 more sources