Results 101 to 110 of about 2,368,464 (368)
Review of the Fractional Black-Scholes Equations and Their Solution Techniques
Fractal and FractionalThe pioneering work in finance by Black, Scholes and Merton during the 1970s led to the emergence of the Black-Scholes (B-S) equation, which offers a concise and transparent formula for determining the theoretical price of an option. The establishment of
Hongmei Zhang +3 more
doaj +1 more source
Behavioral Finance Option Pricing Formulas Consistent with Rational Dynamic Asset Pricing [PDF]
arXiv, 2017 We derive behavioral finance option pricing formulas consistent with the rational dynamic asset pricing theory. In the existing behavioral finance option pricing formulas, the price process of the representative agent is not a semimartingale, which leads to arbitrage opportunities for the option seller.
arxiv
From Bachelier to Dupire via Optimal Transport [PDF]
arXiv, 2021 Famously mathematical finance was started by Bachelier in his 1900 PhD thesis where - among many other achievements - he also provides a formal derivation of the Kolmogorov forward equation. This forms also the basis for Dupire's (again formal) solution to the problem of finding an arbitrage free model calibrated to the volatility surface.
arxiv
Molecular Oncology, EarlyView.Patient engagement involves actively including patients in healthcare decisions and research to ensure care and studies align with their needs. This approach improves outcomes, trust, and communication while fostering collaboration between patients and professionals.
Estela Cepeda +3 more
wiley +1 more source
Swaps e empresas públicas em Portugal: uma história de poder, cisnes negros e ilusões
Revista Crítica de Ciências Sociais, 2020 The building of narratives is one of the central elements in the functioning of modern financial markets. In this paper we analyze the discursive strategies of a group of managers of state-owned enterprises operating in Portugal prior to the creation of ...
Júlio Lobão
doaj +1 more source
Financial Accounting Standard no. 133--the reprieve [PDF]
Financial Accounting Standards Board ; Hedging (Finance) ; Derivative ...
Liza Ashley, Robert Bliss
core
The roles and applications of extracellular vesicles in cancer
Molecular Oncology, EarlyView.Extracellular vesicles (EVs) are minute versions of cells limited by a lipid bilayer containing cytoplasm from the cell that releases them, but without a nucleus and thus unable to self‐reproduce. EVs contain multiple molecules (proteins, lipids, glycans, and nucleic acids) they can induce complex responses in cells.
Clotilde Théry, Daniel Louvard
wiley +1 more source
Abstract and Applied Analysis, 2014 We study the pricing of American options in an incomplete market in which the dynamics of the underlying risky asset is driven by a jump diffusion process with stochastic volatility. By employing a risk-minimization criterion, we obtain the Radon-Nikodym
Shuang Li +3 more
doaj +1 more source
Fisher information and quantum mechanical models for finance [PDF]
arXiv, 2015 The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial market models are mapped by quantum mechanical ones.
arxiv
Energy Finance: The Case for Derivative Markets. [PDF]
Energy Markets;
Lautier, Delphine, Simon, Yves
core