Results 41 to 50 of about 3,326,698 (171)
, 2019 In this paper, we present the solution of Black-Scholes fractional partial differential equation with two assets in the Caputo fractional derivative sense by the Aboodh decomposition method.
Alfaqeih, S. +3 more
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The Numerical Solution of Fractional Black-Scholes-Schrodinger Equation Using the RBFs Method
Advances in Mathematical Physics, 2020 In this paper, radial basis functions (RBFs) method was used to solve a fractional Black-Scholes-Schrodinger equation in an option pricing of financial problems. The RBFs method is applied in discretizing a spatial derivative process.
Naravadee Nualsaard +2 more
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Unpacking the Local Pay Gap: New Insights Into CSR and Employee Relations
International Review of Finance, Volume 26, Issue 3, September 2026.ABSTRACT We examine the relationship between CEO local tournament incentives and corporate social responsibility (CSR) activities. Larger local pay gaps are linked to lower CSR engagement, driven exclusively by weaker performance in the employee relations dimension, characterized by fewer strengths and more concerns.
Hsin‐I Chou, Tu Nguyen, Jing Zhao
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Fractal and Fractional, 2023 In this work, we propose a fast scheme based on higher order discretizations on graded meshes for resolving the temporal-fractional partial differential equation (PDE), which benefits the memory feature of fractional calculus.
Rouhollah Ghabaei +3 more
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Journal of Applied Ecology, Volume 63, Issue 8, August 2026.Wild harvesting poses an important threat to the persistence of South African dwarf succulent populations. Here, we identify sustainable harvesting thresholds for dwarf succulents and suggest that plant harvesting may be unsustainable under moderate to severe harvesting pressure, particularly with projected climatic pressures.
Arjan Engelen +3 more
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A New Version of Black Scholes Equation Presented by Time-Fractional Derivative
, 2018 In this article, a new time-fractional-order Black–Scholes equation has been derived. In this derivation, the asset price satisfies in a fractional-order stochastic differential equation.
SalehiM., ErjaeeG.H., FarhadiA.
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Journal of Function Spaces, 2022 The Black-Scholes equation (BSe) is fascinating in the business world for predicting the performance of financial investment valuation systems. The Caputo fractional derivative (CFD) and Caputo-Fabrizio fractional derivative operators are used in this ...
Saima Rashid +3 more
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Why Have CEO Pay Levels Become Less Diverse?
The Journal of Finance, Volume 81, Issue 4, Page 1893-1950, August 2026.ABSTRACT This paper documents a new stylized fact: the cross‐sectional variation in CEO pay levels has declined precipitously in recent years. We offer one explanation for this decline, namely, firms are increasingly benchmarking CEO compensation to industry peers closest in size, thereby creating pay clusters.
TORSTEN JOCHEM +2 more
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Bayesian Analysis of the Black-Scholes Option Price [PDF]
, 2004 This paper investigates the statistical properties of the Black-Scholes option price under a Bayesian approach. We incorporate randomness, both in the price process and in volatility, to derive the prior and posterior densities of a European call option.
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The Journal of Finance, Volume 81, Issue 4, Page 2005-2062, August 2026.ABSTRACT We propose a measure of the valuation gap between debt and equity—debt‐equity spread (DES)—based on the difference between actual and equity‐implied credit spreads. DES predicts cross‐sectional stock and bond returns in opposite directions.
HUI CHEN, ZHIYAO CHEN, JUN LI
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