Results 201 to 210 of about 59,952 (264)

Research on Option Pricing Method Based on the Black-Scholes Model

Shuwen Xiang
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Reinsurance-investment game between two α-maxmin mean-variance insurers. [PDF]

PLoS One
Zhang Q, Zhou G, Fu J.
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"If You Need to Light Up … You Gotta Do What You Gotta Do": A Qualitative Study of Adolescent Attitudes Towards Cannabis Use and Comparison with Alcohol Attitudes. [PDF]

Cannabis
Clement A, Corcoran E, Jackson KM, Gabrielli J.   +3 more
europepmc   +1 more source

Inhibitors supercharge kinase turnover through native proteolytic circuits. [PDF]

Nature
Scholes NS, Bertoni M, Comajuncosa-Creus A, Kladnik K, Guo X, Frommelt F, Hinterndorfer M, Razumkov H, Prokofeva P, Schwalm MP, Born F, Roehm S, Imrichova H, Santini BL, Barone E, Schätz C, Muñoz I Ordoño M, Lechner S, Rukavina A, Serrano I, Abele M, Koren A, Kubicek S, Knapp S, Gray NS, Superti-Furga G, Kuster B, Shi Y, Aloy P, Winter GE.   +29 more
europepmc   +1 more source

Funding, Collateral, and Hedging: Uncovering the Mechanics and the Subtleties of Funding Valuation Adjustments Using Modified Black-Scholes Models

, 2017
Alexander Victor
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"Black-Scholes-Artificial Neural Network": A novel option pricing model

Milad Shahvaroughi Farahani, Shiva Babaei, Amirhossein Esfahani   +2 more
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Das Black-Scholes Modell

, 2017
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Pricing Models Beyond Black-Scholes

2013
In the previous chapters we presented several pricing and hedging problems both in a discrete- and in a continuous-time setting. The basic model assumed in the first case was the binomial model, while for the continuous-time case the Black-Scholes model was assumed to be the framework, and in this last case the dynamics of the risky assets was ...
Emanuela Rosazza Gianin, Carlo Sgarra
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Black-Scholes model

2011
In this chapter we present some of the fundamental ideas of arbitrage pricing in continuous time, illustrating Black-Scholes theory from a point of view that is, as far as possible, elementary and close to the original ideas in the papers by Merton [250], Black and Scholes [49].
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The Black–Scholes Model

2012
The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing.
Marek Capiński, Ekkehard Kopp
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