Results 111 to 120 of about 525 (141)

The Black–Scholes Model

2015
openaire   +1 more source

Black–Scholes’ model and Bollinger bands

Physica A: Statistical Mechanics and Its Applications, 2006

exaly  

Numerically pricing double barrier options in a time-fractional Black–Scholes model

Computers and Mathematics With Applications, 2017
Rob H De Staelen, A S Hendy
exaly  

The Black–Scholes model

2002
openaire   +1 more source

Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function

Computational Economics, 2017
Farshid Mehrdoust, Ali Reza Najafi, Mehrdoust Farshid   +2 more
exaly  

The Black-Scholes Model

2008
openaire   +1 more source

A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit

Physica A: Statistical Mechanics and Its Applications, 2010
Mauricio Contreras
exaly  

Alternatives to the Black-Scholes model

2001
In this paper, I consider alternative models to the one posited by Black and Scholes. I consider discontinuous security price movements, non-constant volatility, and models very different from the Black-Scholes model. I found that most of the model prices for the close to at-the-money options are very different from the market prices.
openaire   +1 more source

Modelling Option Prices in Australia Using the Black-Scholes Model

Australian Journal of Management, 1983
exaly  

Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model

Entropy, 2000
Michael Stützer
exaly