Results 151 to 160 of about 58,958 (215)

Vibronically assisted sub-cycle charge transfer at a non-fullerene acceptor heterojunction. [PDF]

open access: yesNat Commun
Ghosh P   +10 more
europepmc   +1 more source

Sex differences in the secular change in waist circumference relative to BMI in five countries from 1997 to 2020. [PDF]

open access: yesObesity (Silver Spring)
Sánchez-Romero LM   +7 more
europepmc   +1 more source

Delocalization versus Coherence under Vibrational and Environmental Disorder in Photoexcited Supramolecular Aggregates. [PDF]

open access: yesJ Am Chem Soc
Giannini S   +6 more
europepmc   +1 more source

Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

open access: yesEntropy (Basel)
Urniezius R   +9 more
europepmc   +1 more source
Some of the next articles are maybe not open access.

The Black-Scholes Model

1997
The option pricing model developed by Black and Scholes (1973), formalized and extended in the same year by Merton (1973a), enjoys great popularity. It is computationally simple and, like all arbitrage-based pricing models, does not require the knowledge of an investor’s risk preferences.
Marek Musiela, Marek Rutkowski
openaire   +1 more source

The Black–Scholes Model

1995
Introduction We begin this chapter with a discussion of the concept of arbitrage, a concept which, in certain circumstances, allows us to establish precise relationships between prices and thence to determine them. We then discuss option strategies in general and use arbitrage, together with the model for asset price movements that we discussed in ...
openaire   +1 more source

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