Results 51 to 60 of about 2,314 (173)
Fractional Black-Scholes equations and their robust numerical simulations [PDF]
, 2020 Philosophiae Doctor - PhDConventional partial differential equations under the classical Black-Scholes approach have been extensively explored over the past few decades in solving option pricing problems.
Nuugulu, Samuel Megameno
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Novel ANN Method for Solving Ordinary and Time-Fractional Black–Scholes Equation
Complexity, 2021 The main aim of this study is to introduce a 2-layered artificial neural network (ANN) for solving the Black–Scholes partial differential equation (PDE) of either fractional or ordinary orders.
Saeed Bajalan, Nastaran Bajalan
doaj +1 more source
Fractal and Fractional, 2023 In this paper, we consider an approximation of the Caputo fractional derivative and its asymptotic expansion formula, whose generating function is the polylogarithm function.
Yuri Dimitrov +2 more
doaj +1 more source
Inscribing Impact: Measurement Practices in the Making of Moral Markets
Journal of Management Studies, Volume 63, Issue 3, Page 1229-1263, May 2026.Abstract Moral markets, designed to generate positive impact on pressing social and environmental challenges, are transforming traditional market practices by including more than economic considerations in their operations. The importance of these markets continues to grow as investors, regulators, and consumers increasingly put pressure on companies ...
Guillermo Casasnovas +2 more
wiley +1 more source
Hedging in fractional Black-Scholes model with transaction costs [PDF]
, 2017 We consider conditional-mean hedging in a fractional Black–Scholes pricing model in the presence of proportional transaction costs. We develop an explicit formula for the conditional-mean hedging portfolio in terms of the recently discovered explicit ...
Shokrollahi, Foad, Sottinen, Tommi
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Global Natural Soil N2O Emissions: An Analysis With a Global Biogeochemistry Model From 1990 to 2023
Global Biogeochemical Cycles, Volume 40, Issue 4, April 2026.Abstract Atmospheric N2O, the dominant ozone‐depleting substance and a potent greenhouse gas, has risen notably over recent decades. Using a process‐based model, we simulated the sensitivity of N2O emissions from undisturbed natural soils to the representation of historical land‐cover change from 1990 to 2023 by factoring the effects of atmospheric ...
Ye Yuan, Qianlai Zhuang
wiley +1 more source
Option pricing under non-normal distribution in mixed of Gram-Charlier model and fractional models (A case study of Iran Stock Exchange) [PDF]
Mathematics and Modeling in FinanceIn order to reduce the risk of financial markets, various tools have emerged, and option contracts are the most common tools in this regard. The Black-Scholes model is used to price a wide range of options contracts. The basic assumption in this model is
Mohammad Reza Haddadi +1 more
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Journal of Ecology, Volume 114, Issue 4, April 2026.We compared soil organic carbon (SOC) across six savanna–forest boundaries in South Africa. Surprisingly, savanna and forest soils contained comparable SOC stocks. While vegetation change shifted the carbon source from C4‐grasses to C3‐trees, total carbon storage was driven by local soil texture (clay/silt), proving that increasing tree cover does not ...
Yong Zhou +5 more
wiley +1 more source
Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility [PDF]
Fractional Black–Scholes, Volatility, AMSE, Foreign exchange option,
Li Meng, Mei Wang
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Race‐related research in economics
Economica, Volume 93, Issue 370, Page 403-438, April 2026.Abstract Issues of racial justice and economic inequalities between racial and ethnic groups have risen to the top of public debate. Economists' ability to contribute to these debates is based on the body of race‐related research. We study the volume and content of race‐related research in economics.
Arun Advani +4 more
wiley +1 more source