Results 81 to 90 of about 32,893 (190)
The World Economy, EarlyView.ABSTRACT In the era of globalisation and digital transformation, international trade has expanded beyond traditional goods and services to include the exchange of intellectual properties (IPs), particularly technology. As intangible assets become key drivers of global economic growth, accurately valuing them remains a complex challenge due to their ...
Xiaolan Fu +3 more
wiley +1 more source
Abstract and Applied Analysis, 2013 An adaptive wavelet precise integration method (WPIM) based on the variational iteration method (VIM) for Black-Scholes model is proposed. Black-Scholes model is a very useful tool on pricing options.
Huahong Yan
doaj +1 more source
Application of Microlocal Analysis to an Inverse Problem Arising from Financial Markets [PDF]
, 2014 One of the most interesting problems discerned when applying the Black--Scholes model to financial derivatives, is reconciling the deviation between expected and observed values.
Doi, Shin-ichi, Ota, Yasushi
core
Race‐related research in economics
Economica, Volume 93, Issue 370, Page 403-438, April 2026.Abstract Issues of racial justice and economic inequalities between racial and ethnic groups have risen to the top of public debate. Economists' ability to contribute to these debates is based on the body of race‐related research. We study the volume and content of race‐related research in economics.
Arun Advani +4 more
wiley +1 more source
Evaluation of Options using the Black-Scholes Methodology
Expert Journal of Economics, 2019 This paper discusses how to obtain the Black-Scholes equation to evaluate options and how to obtain explicit solutions for Call and Put. The Black-Scholes equation, which is the basis for determining explicit solutions for Call and Put, is a rather ...
Vasile BRĂTIAN
doaj
Option Pricing in a Fractional Brownian Motion Environment [PDF]
The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
core
Delta Hedged Option Valuation with Underlying Non-Gaussian Returns
, 2006 The standard Black-Scholes theory of option pricing is extended to cope with underlying return fluctuations described by general probability distributions.
Balieiro Filho +24 more
core +1 more source
The Black–Scholes equation in stochastic volatility models
Journal of Mathematical Analysis and Applications, 2010 The purpose of this paper is to provide the precise connection between the risk-neutral expected value and the pricing PDE with appropriate boundary conditions for stochastic volatility models. This paper extends the one-dimensional results by the authors in [``Boundary conditions for the single-factor term structure equation'', Ann. Appl.
Ekström, Erik, Tysk, Johan
openaire +2 more sources
Strategic Change, Volume 35, Issue 2, Page 241-255, March 2026.ABSTRACT Start‐up CEOs are usually more aligned with the interests of the venture board compared to CEOs in legacy firms, and therefore it is usual to conclude that the traditional agency problem is lower in ventures. In this article, it is argued that this is only half of the story, and that the agency problem is reversed in early ventures such that ...
Glenn Kristiansen
wiley +1 more source
On the complete model with stochastic volatility by Hobson and Rogers [PDF]
We examine a recent model, proposed by Hobson and Rogers, which generalizes the classical one by Black and Scholes for pricing derivative securities such as options and futures.
Andrea Pascucci, Marco Di Francesco
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