Results 141 to 150 of about 59,952 (264)

Physics-informed neural networks with hybrid Kolmogorov-Arnold network and augmented Lagrangian function for solving partial differential equations. [PDF]

Sci Rep
Zhang Z, Wang Q, Zhang Y, Shen T, Shen T, Zhang W.   +5 more
europepmc   +1 more source

Applicability of Black Scholes model on Nifty 50 call options

, 2019
Amit Garg
openalex   +1 more source

The Capital Asset Pricing Model as a corollary of the Black-Scholes model [PDF]

, 2011
Vladimir Vovk
openalex   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source

Contingency, determinism, and constraint in the evolution of elaborate courtship phenotypes. [PDF]

Evolution
MacGillavry T.
europepmc   +1 more source

PENENTUAN HARGA OPSI DENGAN MODEL BLACK-SCHOLES MENGGUNAKAN METODE BEDA HINGGA CENTER TIME CENTER SPACE (CTCS)

, 2017
Welgi Okta Irawan
openalex   +2 more sources

A numerically exact description of ultrafast vibrational decoherence in vibration-coupled electron transfer. [PDF]

Proc Natl Acad Sci U S A
Wang Y, Benny A, Le Dé B, Chin AW, Scholes GD.   +4 more
europepmc   +1 more source

Perbandingan Model Black Scholes dan Brennan Schwartz untuk Menentukan Harga American Option

, 2007
Endah Rokhmati Puteri
openalex   +2 more sources

Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]

Sci Rep
Rebentrost P, Luongo A, Cheng B, Bosch S, Lloyd S.   +4 more
europepmc   +1 more source

Implied value-at-risk and model-free simulation. [PDF]

Ann Oper Res, 2022
Bernard C, Perchiazzo A, Vanduffel S.
europepmc   +1 more source