Results 31 to 40 of about 2,147,862 (340)
Journal of Function Spaces, 2021 The Black-Scholes model is well known for determining the behavior of capital asset pricing models in the finance sector. The present article deals with the Black-Scholes model via the Caputo fractional derivative and Atangana-Baleanu fractional ...
Saima Rashid +3 more
doaj +1 more source
Will and power: Investment diversification and systemic deviation from irrational risk
Cogent Economics & Finance, 2022 Examining China’s stock market, mean variance is used to measure returns and risk and build an irrational risk-asset pricing model. The power of heterogeneous beliefs and risk-valuation deviation are found to affect capital asset pricing, presenting ...
Yaping Liu
doaj +1 more source
Adapted Wasserstein distances and stability in mathematical finance [PDF]
Finance and Stochastics, 2019 Assume that an agent models a financial asset through a measure ℚ with the goal to price/hedge some derivative or optimise some expected utility.
J. Backhoff‐Veraguas +3 more
semanticscholar +1 more source
Weedy Finance: Weather Insurance and Parametric Life on Unstable Grounds
Cultural Anthropology, 2021 Based in the agrarian worlds of commercial sesame farming in northern Paraguay, where insurance companies are now selling weather derivatives to poor farmers, this article tracks financial practices that depend less on the healthy crops and more on the ...
C. Schuster
semanticscholar +1 more source
Machine learning for quantitative finance: fast derivative pricing, hedging and fitting
Quantitative finance (Print), 2018 In this paper, we show how we can deploy machine learning techniques in the context of traditional quant problems. We illustrate that for many classical problems, we can arrive at speed-ups of several orders of magnitude by deploying machine learning ...
Jan De Spiegeleer +3 more
semanticscholar +1 more source
Addressing Prediction Delays in Time Series Forecasting: A Continuous GRU Approach with Derivative Regularization [PDF]
Knowledge Discovery and Data MiningTime series forecasting has been an essential field in many different application areas, including economic analysis, meteorology, and so forth. The majority of time series forecasting models are trained using the mean squared error (MSE).
Sheo Yon Jhin, Seojin Kim, Noseong Park
semanticscholar +1 more source
Legal structure and challenges of option contract [PDF]
مطالعات فقه و حقوق اسلامی, 2013 Financial derivative instruments, which are the innovations of finance professionals, play an important role in the booming of financial markets. These instruments which have been created to confront risks become more diverse and evolved day by day ...
M. Keshtkari, H. Olomi Yazdi
doaj +1 more source
Should derivatives be privileged in bankruptcy? [PDF]
, 2014 Derivatives enjoy special status in bankruptcy: they are exempt from the automatic stay and effectively senior to virtually all other claims. We propose a corporate finance model to assess the effect of these exemptions on a firm's cost of borrowing and ...
Aghion +31 more
core +1 more source
Quantification of risk in classical models of finance [PDF]
Quantitative finance (Print), 2020 This paper treats optimal control problems and derivative pricing with regard to fixed levels of risk. We employ nested risk measures to quantify risk, investigate the limiting behavior of nested risk measures within the classical models in finance and ...
A. Pichler, Ruben Schlotter
semanticscholar +1 more source
Pricing and Applications of Digital Installment Options
Journal of Applied Mathematics, 2012 For its theoretical interest and strong impact on financial markets, option valuation is considered one of the cornerstones of contemporary mathematical finance.
Pierangelo Ciurlia, Andrea Gheno
doaj +1 more source