Results 181 to 190 of about 58,958 (215)

Pricing of basket options in subdiffusive fractional Black–Scholes model

Chaos, Solitons and Fractals, 2017
Marcin Magdziarz
exaly  

A weighted finite difference method for subdiffusive Black–Scholes model

Computers and Mathematics With Applications, 2020
Grzegorz Krzyżanowski, Marcin Magdziarz, Łukasz Płociniczak   +2 more
exaly  

Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters

Mathematical Methods in the Applied Sciences, 2018
R Naz, A G Johnpillai
exaly  

The Black–Scholes model

2002
openaire   +1 more source

Black–Scholes’ model and Bollinger bands

Physica A: Statistical Mechanics and Its Applications, 2006
Xudong Huang
exaly  

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

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

Black-Scholes model

2006
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
exaly  

The Black-Scholes Model

2008
openaire   +1 more source

Extensions of the Black–Scholes Model

2022
openaire   +1 more source