Results 51 to 60 of about 228 (169)
Qualitative financial modelling in fractal dimensions
Financial InnovationThe Black–Scholes equation is one of the most important partial differential equations governing the value of financial derivatives in financial markets. The Black–Scholes model for pricing stock options has been applied to various payoff structures, and
Rami Ahmad El-Nabulsi, Waranont Anukool
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Results in Applied MathematicsThe objective of this study is to examine the dynamic components of option pricing in the European put option market by utilizing the two-dimensional time fractional-order Black–Scholes equation.
Mohammad Hossein Akrami +2 more
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Fractal and Fractional, 2023 In this paper, we are interested in the effective numerical schemes of the time-fractional Black–Scholes equation. We convert the original equation into an equivalent integral-differential equation and then discretize the time-integral term in the ...
Jie Gu, Lijuan Nong, Qian Yi, An Chen
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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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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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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 Geophysical Research: Biogeosciences, Volume 131, Issue 7, July 2026.Abstract Methane (CH4) oxidation by microbes is the largest biological sink of global methane, yet its magnitude and long‐term variability remain uncertain. Here, we combined process‐based (PB), machine‐learning (ML), and atmospheric inversion approaches to evaluate the global methane soil sinks and its implication for the atmospheric CH4 budget in ...
Youmi Oh +11 more
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Inverse Multiquadric Function to Price Financial Options under the Fractional Black–Scholes Model
Fractal and Fractional, 2022 The inverse multiquadric radial basis function (RBF), which is one of the most important functions in the theory of RBFs, is employed on an adaptive mesh of points for pricing a fractional Black–Scholes partial differential equation (PDE) based on the ...
Yanlai Song, Stanford Shateyi
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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
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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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