Results 121 to 130 of about 59,952 (264)

Higher-order volatility: dynamics and sensitivities [PDF]

In this addendum to Carey (2005), we draw several more analogies with the Black-Scholes model. We derive the characteristic function of the underlying log process as a function of the volatilities of all orders.
Carey, Alexander
core   +1 more source

Research on insurance pricing under option game based on Black-Scholes model [PDF]

Yicheng Zhang
openalex   +1 more source

A computational weighted finite difference method for American and barrier options in subdiffusive Black–Scholes model [PDF]

, 2020
Grzegorz Krzyżanowski, Marcin Magdziarz
openalex   +1 more source

On numerical simulation of the Black-Scholes model using the non-linear Adomian method

, 2018
Carlos Muñoz, José Rodrigo González Granada, Pedro Pablo Cárdenas Álzate   +2 more
openalex   +1 more source

A priori selected spline–wavelet basis for option pricing under Black–Scholes and Merton model [PDF]

, 2022
Dana Černá
openalex   +1 more source

Mathematical Modeling of Option Pricing with an Extended Black-Scholes Framework [PDF]

N. Nayak
openalex   +1 more source

Solving the Stock Option Forecast problem by a numerical method for the Black-Scholes Equation with Machine Learning Classification Model [PDF]

Benjamin Jiang, Matthieu Durieux, Kirill V. Golubnichiy   +2 more
openalex   +1 more source

RABEM: risk-adaptive Bayesian ensemble model for fraud detection. [PDF]

Sci Rep
Almarshad FA, Zakariah M, Gashgari GA, Vaiyapuri T.   +3 more
europepmc   +1 more source

Limiting Cases of the Black-Scholes Type Asymptotics of Call Option Pricing in the Generalised CRR Model

, 2023
Emilia Fraszka-Sobczyk
openalex   +2 more sources

Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]

Sci Rep
Kumar S, Wilmott CM.
europepmc   +1 more source