Results 191 to 200 of about 58,958 (215)

A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit

Physica A: Statistical Mechanics and Its Applications, 2010
Mauricio Contreras
exaly  

Modelling Option Prices in Australia Using the Black-Scholes Model

Australian Journal of Management, 1983
exaly  

Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model

Entropy, 2000
Michael Stutzer
exaly  

Black-Scholes Model

2016
openaire   +1 more source

Study of Black-Scholes Model and its Applications

Procedia Engineering, 2012
exaly  

THE BLACK–SCHOLES MODEL

2007
openaire   +1 more source

Alternatives to the Black-Scholes model

2014
In this paper, I consider alternative models to the one posited by Black and Scholes. I consider discontinuous security price movements, non-constant volatility, and models very different from the Black-Scholes model. I found that most of the model prices for the close to at-the-money options are very different from the market prices.
openaire   +1 more source

Qualitative phase portrait of modified Black–Scholes model

Expert Systems With Applications, 2010
Mirko Dohnal
exaly  

Can we use the Black-Scholes-Merton model to value temperature options?

International Journal of Financial Markets and Derivatives, 2011
Gunter Meißner
exaly  

The Black-Scholes model

2011
openaire   +1 more source