Results 171 to 180 of about 58,958 (215)

THE BLACK–SCHOLES MODEL

2016
  +5 more sources

The Black–Scholes Model

2023
openaire   +1 more source

A Black–Scholes user's guide to the Bachelier model

Journal of Futures Markets, 2022
Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee   +2 more
exaly  

Black–Scholes – Diffusion Models

2017
To better understand the Black–Scholes world and to be able to handle more complex instruments, we will now continue with diffusion processes and some theorems. We will in this chapter explain the concept of changing measure and relative pricing. By changing measure we can value any securities relative to a given security.
openaire   +1 more source

Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing

Mathematical Methods in the Applied Sciences, 2022
Pradip Roul
exaly  

Practical finite difference method for solving multi-dimensional black-Scholes model in fractal market

Chaos, Solitons and Fractals, 2022
Mengdie Yang
exaly  

The Black-Scholes model

2021
openaire   +1 more source

Coupled transform method for time-space fractional Black-Scholes option pricing model

AEJ - Alexandria Engineering Journal, 2020
S O Edeki, Rajarama Mohan Jena, S Chakraverty   +2 more
exaly  

The Black–Scholes Model

2015
openaire   +1 more source

Numerical solution of the time fractional Black–Scholes model governing European options

Computers and Mathematics With Applications, 2016
Fawang Liu, Ian Turner
exaly