Results 11 to 20 of about 1,678 (198)
Quantum effects in an expanded Black–Scholes model [PDF]
The European Physical Journal B, 2022 Abstract The limitations of the classical Black–Scholes model are examined by comparing calculated and actual historical prices of European call options on stocks from several sectors of the S &P 500. Persistent differences between the two prices point to an expanded model proposed by Segal and Segal (PNAS 95:4072 ...
Anantya Bhatnagar, Dimitri D. Vvedensky
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Soil Microbial Assembly Mirrors a Savanna Mosaic Amid Plant Invasion and Soil Disturbance [PDF]
Ecology and Evolution, Volume 16, Issue 9, September 2026.Grasslands and woody patches supported distinct soil and microbial assemblages, consistent with differences in vegetation inputs and nutrient regimes. Grasslands exhibited relatively simple assembly patterns, with plant diversity closely associated with soil nutrients and comparatively homogeneous microbial communities.
Elizabeth A. Bowman +4 more
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The Progress of Black-Scholes Model and Black-Scholes-Merton Model
BCP Business & Management, 2023 Black-Scholes (BS) model was first proposed in 1973, which has been modified by Robert Merton as the Black-Scholes-Merton (BSM) model subsequently. Contemporarily, these two models have been widely used and praised by financial scholars as well as employees.
Lujian Wang, Minqing Zhang, Zhao Liu
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The Adomian Decomposition Method for Standard Power Options
Ratio Mathematica, 2022 Black-Scholes model derived by Black and Scholes is worldwide used mathematical model for valuing option price. This model brings a new quantitative approach for researcher to finding theoretical values of options.
Sanjay J. Ghevariya
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Option pricing by Nikivorou-Ovarov differential resolution method [PDF]
فصلنامه بورس اوراق بهادار, 2021 The Black-Scholes pricing theory is one of the most important ways of valuating transaction options. This equation is used to pricing a variety of European options.
mehdi abvali +3 more
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A New Solution to the Fractional Black–Scholes Equation Using the Daftardar-Gejji Method
Mathematics, 2023 The main objective of this study is to determine the existence and uniqueness of solutions to the fractional Black–Scholes equation. The solution to the fractional Black–Scholes equation is expressed as an infinite series of converging Mittag-Leffler ...
Agus Sugandha +3 more
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PENENTUAN HARGA OPSI TIPE EROPA DENGAN MENGGUNAKAN MODEL BLACK SCHOLES FRAKSIONAL
Jurnal Matematika UNAND, 2020 Harga opsi tipe Eropa dapat ditentukan dengan model Black Scholes fraksional dengan waktu jatuh tempo dapat difraksional menggunakan parameter Hurst.
FITRI SABRINA +2 more
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Relativistic Black-Scholes Model [PDF]
SSRN Electronic Journal, 2013 Black-Scholes equation, after a certain coordinate transformation, is equivalent to the heat equation. On the other hand the relativistic extension of the latter, the telegraphers equation, can be derived from the Euclidean version of the Dirac equation.
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Borsa Istanbul Review, 2022 This study compares the performances of neural network and Black-Scholes models in pricing BIST30 (Borsa Istanbul) index call and put options with different volatility forecasting approaches.
Zeynep İltüzer
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Perbandingan Metode Binomial dan Metode Black-Scholes Dalam Penentuan Harga Opsi
Sainsmat, 2016 ABSTRAK Opsi adalah kontrak antara pemegang dan penulis (buyer (holder) dan seller (writer)) di mana penulis (writer) memberikan hak (bukan kewajiban) kepada holder untuk membeli atau menjual aset dari writer pada harga tertentu (strike atau latihan ...
Surya Amami Pramuditya
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