Results 101 to 110 of about 67,195,749 (118)

Call and Put Option Pricing with Discrete Linear Investment Strategy ()

Journal of Mathematical Finance, 2022
Niloofar Ghorbani
exaly  

Laplace Transform Homotopy Perturbation Method for the Two Dimensional Black Scholes Model with European Call Option

Mathematical and Computational Applications, 2017
Wannika Sawangtong, Panumart Sawangtong, Kamonchat Trachoo   +2 more
exaly  

Fast numerical simulation of a new time-space fractional option pricing model governing European call option

Applied Mathematics and Computation, 2018
Fawang Liu, Vo Anh
exaly  

Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation

Chaos, Solitons and Fractals, 2020
Sunday Emmanuel Fadugba
exaly  

Numerical solution of European call option with dividends and variable volatility

Applied Mathematics and Computation, 2012
Asad Ahmad
exaly  

Studies on European Call Option of Binomial Option Pricing Model Using Taguchis L27 Orthogonal Array

International Journal of Intelligent Enterprise, 2019
Amir Ahmad Dar, N Anuradha
exaly  

Securitizing congestion: The congestion call option

Transportation Research Part B: Methodological, 2008
Tao Yao, Terry Friesz, Reetabrata Mookherjee   +2 more
exaly  

The British call option

Quantitative Finance, 2013
Goran Peskir
exaly  

On the Price of European Call Option Based on the Black Scholes Model with Fuzzy Number Coefficients

2018
Guixiang Wang
exaly  

A two-step problem of hedging a European call option under a random duration of transactions

Proceedings of the Steklov Institute of Mathematics, 2017
A I Kibzun
exaly