Results 51 to 60 of about 1,678 (198)

Beberapa aspek tentang black-scholes option pricing model

Jurnal Akuntansi dan Auditing Indonesia, 2018
Nobel Ekonomi 1997 diberikan kepada Myron Scholes dan Robert Merton. Myron Scholes bersama Fisher Black memberi landasan yang sangat penting dalam teori sekuritas derivatif dengan menemukan model penilaian opsi Black-Scholes Option Pricing Model (OPM ...
Zaenal Arifin
doaj  

Penilaian Harga Opsi Put Saham NVIDIA Menggunakan Model Black–Scholes dan LSTM

Techno.Com
Saham NVIDIA dalam beberapa tahun terakhir mengalami pertumbuhan laba dan volatilitas harga yang cukup tinggi. Volatilitas ini dapat menimbulkan risiko kerugian akibat penurunan harga saham.
Rifky Miftaqul Ilmi, Ramdhan Fazrianto Suwarman, Lita Wulandari Aeli   +2 more
doaj   +1 more source

Black–Scholes model under subordination [PDF]

Physica A: Statistical Mechanics and its Applications, 2003
In this paper we consider a new mathematical extension of the Black-Scholes model in which the stochastic time and stock share price evolution is described by two independent random processes. The parent process is Brownian, and the directing process is inverse to the totally skewed, strictly α-stable process.
openaire   +2 more sources

Identifying knowledge barriers to agroforestry adoption and co‐designing solutions to them

People and Nature, EarlyView.
Abstract Compared to monocultures, agroforestry can promote biodiversity, ecosystem functioning and climate resilience, whilst maintaining or enhancing production and profits. Despite this, uptake in temperate regions remains low. Knowledge gaps amongst land managers are a primary barrier to uptake, but little is known about which aspects of ...
Amelia S. C. Hood, Verena Scherfranz, Rosy E. Scholes, Erika Degani, Tom Staton, Alexa Varah, Lena Schaller, Alice L. Mauchline   +7 more
wiley   +1 more source

The Peculiar Logic of the Black-Scholes Model [PDF]

SSRN Electronic Journal, 2017
AbstractThe Black-Scholes(-Merton) model of options pricing establishes a theoretical relationship between the “fair” price of an option and other parameters characterizing the option and prevailing market conditions. Here I discuss a common application of the model with the following striking feature: the (expected) output of analysis apparently ...
openaire   +2 more sources

Bubbles and crashes in a Black–Scholes model with delay [PDF]

Finance and Stochastics, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
John A. D. Appleby, Markus Riedle, Catherine Swords   +2 more
openaire   +2 more sources

Scale dependence in remotely sensed biodiversity: Leveraging continental‐scale imaging spectroscopy from the National Ecological Observatory Network

Remote Sensing in Ecology and Conservation, EarlyView.
Imaging spectroscopy enables large‐scale biodiversity assessment, yet spectral diversity metrics are scale dependent. Across 15 NEON ecosystems, we find that spectral richness increases sub‐linearly from 3600 m2 to 4 km2, whereas spectral divergence shows weak or inconsistent scaling with area, underscoring the importance of scale‐aware interpretation ...
Meghan T. Hayden, Matthew W. Rossi, Laura E. Dee, Kyle Kovach, Cibele H. Amaral, Jacob Nesslage, Madeline Slimp, Rachel S. Meyer, E. Natasha Stavros   +8 more
wiley   +1 more source

The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense

Mathematics, 2018
It is well known that the Black-Scholes model is used to establish the behavior of the option pricing in the financial market. In this paper, we propose the modified version of Black-Scholes model with two assets based on the Liouville-Caputo fractional ...
Panumart Sawangtong, Kamonchat Trachoo, Wannika Sawangtong, Benchawan Wiwattanapataphee   +3 more
doaj   +1 more source

Deepening the real options debate: Real options as dynamic optimization

Strategic Management Journal, EarlyView.
Abstract Research Summary Is real option theory useful for management research? This topic was hotly debated two decades ago. Real options were said to be inapplicable to management research and to lack conceptual distinctiveness. Whereas responses to the claim about the non‐distinctiveness of real options were disparate, the concern about the theory's
Arkadiy V. Sakhartov, Joseph T. Mahoney, Jeffrey J. Reuer   +2 more
wiley   +1 more source

Shifting standards due to social class? The role of social class background in CEO career outcomes

Strategic Management Journal, EarlyView.
Abstract Research Summary This study investigates how social class background shapes CEO career outcomes. Extending the shifting standards model to post‐appointment evaluation, we theorize that CEOs from lower‐class backgrounds face persistently high confirmatory standards, producing asymmetric consequences.
Michelle Lee, Shelby L. Gai
wiley   +1 more source