Results 41 to 50 of about 744 (186)
New symmetries of Black-Scholes equation
International Journal of Mathematics and Computers in Simulation, 2020 This work presents the comparison study between neural super-twisting sliding mode control (NSTSM) and adaptive-network-based fuzzy inference system-STSM (ANFIS-STSM) algorithm of the doubly fed induction generator (DFIG) controlled by direct power control (DPC). The mathematical model of the three-phase DFIG has been described. The descriptions of the
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On nonlinear Black-Scholes equations
Nonlinear Analysis and Differential Equations, 2013 This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versions arising in option pricing theory.
AGLIARDI, ROSSELLA +2 more
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On the solution of two-dimensional fractional Black–Scholes equation for European put option
Advances in Difference Equations, 2020 The purpose of this paper was to investigate the dynamics of the option pricing in the market through the two-dimensional time fractional-order Black–Scholes equation for a European put option.
Din Prathumwan, Kamonchat Trachoo
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Risks, 2023 This research article provides criticism and arguments why the canonical framework for derivatives pricing is incomplete and why the delta-hedging approach is not appropriate.
Jussi Lindgren
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Efficient Markets and Contingent Claims Valuation: An Information Theoretic Approach
Entropy, 2020 This research article shows how the pricing of derivative securities can be seen from the context of stochastic optimal control theory and information theory.
Jussi Lindgren
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CEO Compensation and the ESG Activities of Compensation Peers
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates the relationship between executive compensation at focal firms and the environmental, social, and governance (ESG) performance of compensation peer (CP) firms. Despite the growing integration of ESG metrics into executive compensation design, and the mandatory disclosure of CP groups, no prior research has examined ...
Jamshed Iqbal +2 more
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پژوهشهای ریاضی, 2020 Introduction Fractional Differential Calculus (FDC) began in the 17th century and its initial discussions were related to the works of Leibniz, Lagrange, Abel and others.
Sedighe Sharifian +2 more
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Performance Measures, Discretionary Accruals, and CEO Cash Compensation
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT This paper examines the relative weights assigned to three performance measures—stock returns, accounting earnings, and operating cash flows—in determining executive cash compensation. We find that returns receive the highest weight, followed by earnings, while cash flows carry the least weight.
Ya Dai, Harrison Liu, Jennifer Yin
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Qualitatively Stable Schemes for the Black–Scholes Equation
Fractal and Fractional, 2023 In this paper, the Black–Scholes equation is solved using a new technique. This scheme is derived by combining the Laplace transform method and the nonstandard finite difference (NSFD) strategy. The qualitative properties of the method are discussed, and
Mohammad Mehdizadeh Khalsaraei +5 more
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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 +8 more
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