Relevant bibliographies by topics / Black Scholes

Academic literature on the topic 'Black Scholes'

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Published: 4 June 2021
Last updated: 11 September 2023

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Journal articles on the topic "Black Scholes"

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Schmitt, Markus. "Black-Scholes-Formel." Controlling 13, no. 6 (2001): 315–18. http://dx.doi.org/10.15358/0935-0381-2001-6-315.

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Wang, Lujian, Minqing Zhang, and Zhao Liu. "The Progress of Black-Scholes Model and Black-Scholes-Merton Model." BCP Business & Management 38 (March 2, 2023): 3405–10. http://dx.doi.org/10.54691/bcpbm.v38i.4314.

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Black-Scholes (BS) model was first proposed in 1973, which has been modified by Robert Merton as the Black-Scholes-Merton (BSM) model subsequently. Contemporarily, these two models have been widely used and praised by financial scholars as well as employees. Plenty of scholars have tried to verify the accuracy of the and expressed their views on the existing defects in above models. Based on the existing literature, this article first introduces and derives the two models step by step and discusses the basic assumptions for these models. Subsequently, the applications of the two models are demonstrated separately. Specifically, the project valuation based on BS model is presented detaily while the applications of BSM model are introduced from four aspects (pricing of intangible assets, risk avoidance, default prediction and employee stock option’s pricing). Afterwards, the limitations and gaps of the models (e.g., volatility smile) ascribed to the ideal assumptions are discussed. In order to tackle the issue, improvement and suggestions are proposed including extending the models with different forms. These results offer a guideline for the option pricing, which can be widely applied in investment strategy.
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O'Brien, Thomas, and Risk/Finex. "From Black-Scholes to Black Holes." Journal of Finance 48, no. 4 (September 1993): 1560. http://dx.doi.org/10.2307/2329055.

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Omey, Edward, and Gulck van. "Markovian black and scholes." Publications de l'Institut Mathematique 79, no. 93 (2006): 65–72. http://dx.doi.org/10.2298/pim0693065o.

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Hahnenstein, Lutz, Sascha Wilkens, and Klaus Röder. "Die Black-Scholes-Optionspreisformel." WiSt - Wirtschaftswissenschaftliches Studium 30, no. 7 (2001): 355–61. http://dx.doi.org/10.15358/0340-1650-2001-7-355.

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Kruschwitz, Lutz, and Maria Stefanova. "Die Black-Scholes-Differentialgleichung." WiSt - Wirtschaftswissenschaftliches Studium 36, no. 2 (2007): 82–87. http://dx.doi.org/10.15358/0340-1650-2007-2-82.

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Aghili, A. "Fractional Black–Scholes equation." International Journal of Financial Engineering 04, no. 01 (March 2017): 1750004. http://dx.doi.org/10.1142/s2424786317500049.

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In this paper, it has been shown that the combined use of exponential operators and special functions provides a powerful tool to solve certain class of generalized space fractional Laguerre heat equation. It is shown that exponential operators are powerful and effective method for solving certain singular integral equations and space fractional Black–Scholes equation.
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Munn, Luke. "From the Black Atlantic to Black-Scholes." Cultural Politics 16, no. 1 (March 1, 2020): 92–110. http://dx.doi.org/10.1215/17432197-8017284.

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Rather than being unprecedented, contemporary technologies are the most sophisticated instances of a long-standing dream: if space could be more comprehensively captured and coded, it could be more intensively capitalized. Two moments within this lineage are explored: maritime insurance of slave ships in the eighteenth century, and the Black-Scholes model of option pricing from the twentieth century. Maritime insurance rendered the unknown space of the ocean knowable and therefore profitable. By collecting information at Lloyds, merchants developed a map of threat within the Atlantic, and by writing a 10 percent buffer into slave-ship contracts they internalized contingency. This codification of risk pressured captains and established a logic for the violence enacted on the ship’s human “cargo.” The Black-Scholes formula of option pricing sought to codify the ocean of risk represented by the financial market. The formula mapped stock movements into a knowable stochastic equation. Traders could quantify and hedge against the unpredictable, rendering the stock market a space of riskless profit. However, the 2008 financial crash demonstrated the limits of spatial calculation. Taken together, these two moments demonstrate the historical continuity of a core imperative to exhaustively capitalize space. This historicization also foregrounds the racialized inequalities coded within these informatic logics. Against the bright innovation narratives of technology, this article stresses a longer and darker lineage based on inequality and dispossession.
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Fink, Holger, and Stefan Mittnik. "Quanto Pricing beyond Black–Scholes." Journal of Risk and Financial Management 14, no. 3 (March 23, 2021): 136. http://dx.doi.org/10.3390/jrfm14030136.

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Since their introduction, quanto options have steadily gained popularity. Matching Black–Scholes-type pricing models and, more recently, a fat-tailed, normal tempered stable variant have been established. The objective here is to empirically assess the adequacy of quanto-option pricing models. The validation of quanto-pricing models has been a challenge so far, due to the lack of comprehensive data records of exchange-traded quanto transactions. To overcome this, we make use of exchange-traded structured products. After deriving prices for composite options in the existing modeling framework, we propose a new calibration procedure, carry out extensive analyses of parameter stability and assess the goodness of fit for plain vanilla and exotic double-barrier options.
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Stanislavsky, A. A. "Black–Scholes model under subordination." Physica A: Statistical Mechanics and its Applications 318, no. 3-4 (February 2003): 469–74. http://dx.doi.org/10.1016/s0378-4371(02)01372-9.

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Dissertations / Theses on the topic "Black Scholes"

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Cantaloni, Francesco. "Formula di Black-Scholes comportamentale." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2019.

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In questa trattazione verranno descritte alcune espressioni generali di valutazione per le opzioni che estendono i risultati classici di Black-Scholes e Merton all'ambito comportamentale. Dapprima mostreremo come estendere la nozione di agente rappresentativo al caso in cui i partecipanti al mercato siano caratterizzati da una funzione di utilità con avversione al rischio relativa costante ed eterogenea. Dopo aver presentato il teorema di esistenza dell'agente rappresentativo, deriveremo le principali implicazioni in termini di struttura a termine dei tassi di sconto e di valutazione degli strumenti derivati. In conclusione, discuteremo due esempi che illustrano le implicazioni empiriche dell'estensione comportamentale della formula di valutazione.
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del, Campo Daniel, and Fredrik Söderström. "Black & Scholes vs. Marknaden." Thesis, Södertörn University College, School of Business Studies, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-165.

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Chávez, Fuentes Jorge Richard. "El modelo de Black-Scholes." Pontificia Universidad Católica del Perú, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/96422.

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Se presenta el modelo de Black-Scholes, a través del más popular de los contratos financieros, esto es, la opción de compra europea. Se establece la fórmula de valuación martingala para reclamos contingentes en general y se muestra una aplicación de ella mediante la obtención del precio del contrato call. Al final se establece también la ecuación de Black-Scholes, que es una ecuación diferencial parcial no lineal de segundo orden, y que constituye una forma alternativa para la preciación de activos derivados.
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Pavlou, Petro. "KVA in Black Scholes Pricing." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30880.

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The post 2007-financial crisis era has led to renewed zeal in quantifying market incompleteness when pricing contingent claims. This quantification exercise is necessary in maintaining a stable and sustainable banking operation and thus the XVAs have emerged as the metrics for market incompleteness. This dissertation focuses solely on the capital valuation adjustment (KVA) and aims to use the definition of KVA as set out by Albanese et al. (2016) in an investigation of different numerical techniques for calculating KVA. A single equity forward is considered first, followed by an equity option and then portfolios of options on two underlying assets, with the dissertation ending by considering a practical example on discrete delta and vega-delta hedging an index option. The numerical approaches explored are the binomial tree method and a combination of the crude and quasi-Monte Carlo method.
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Lindström, Linnea. "Black-Scholes : En prissättningsmodell för optioner." Thesis, Umeå University, Department of Mathematics and Mathematical Statistics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-35084.

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This paper aims to derive the Black-Scholes equation for readers without advanced knowledge in finance and mathematics. To succeed, this paper contains a theoretical chapter in which concepts such as options, interest rate, differential equations and stochastic variable are explained. This paper also presents the theory of stochastic processes such as the Wiener process and Ito process. In the chapter on the Black-Scholes model the Ito process is used to describe price of shares and with the help of Ito's lemma Black-Scholes equation can be derived. In the paper, assumptions are listed that apply to the Black-Scholes model and then uses the Black-Scholes equation to calculate the price of a European call option. Finally, exotic options are described and also how options can be used to reduce risks.


Uppsatsens mål är att härleda Black-Scholes ekvation för läsare utan avancerade kunskaper inom finansiering och matematik. För att lyckas med detta innehåller uppsatsen ett teorikapitel där begrepp så som optioner, ränta, differentialekvation och stokastisk variabel förklaras. Där presenteras även teorier för stokastiska processer så som Wienerprocessen och Itoprocessen. I kapitlet om Black-Scholes modell används Itoprocessen för att beskriva aktiepriset och med hjälp av Itos lemma härleds Black-Scholes ekvation. Uppsatsen ställer upp antaganden som gäller för Black-Scholes modell och använder sedan Black-Scholes ekvation för att beräkna priset på en europeisk köpoption. Avslutningsvis beskrivs exotiska optioner samt hur optioner kan användas för att reducera risker.

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Karlsson, Olle. "The Black-Scholes Equation and Formula." Thesis, Uppsala universitet, Analys och tillämpad matematik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-200441.

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Durrell, Fernando. "Alternatives to the Black-Scholes model." Master's thesis, University of Cape Town, 2001. http://hdl.handle.net/11427/4881.

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Bibliography: leaves 44-45.
In this paper, I consider alternative models to the one posited by Black and Scholes. I consider discontinuous security price movements, non-constant volatility, and models very different from the Black-Scholes model. I found that most of the model prices for the close to at-the-money options are very different from the market prices. In general, the models did poorly in producing similar prices as the market.
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Coelho, Afonso Valente Ricardo de Seabra. "American options and the Black-Scholes Model." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20735.

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Mestrado em Mathematical Finance
Os problemas de apreçamento de opções têm sido um dos principais assuntos de em Matemática Financeira, desde a criação desse conceito nos anos 70. Mais especificamente, as opções americanas são de grande interesse nesta área do conhecimento porque são matematicamente muito mais complexas do que as opções europeias padrão e o modelo de Black-Scholes não fornece, na maioria dos casos, uma fórmula explícita para a determinação do preço deste tipo de opções. Nesta dissertação, mostramos como o estudo de opções americanas conduz à análise de problemas de fronteira livre devido à possibilidade de exercício antecipado, onde nosso principal objetivo é encontrar o preço de exercício ótimo. Também apresentamos a reformulação do problema em termos de um problema de complementaridade linear e de desigualdade variacional parabólica. Além disso, também abordamos a caracterização probabilística das opções americanas com base no conceito de tempos de paragem ótima. Essas formulações, aqui tratadas em termos analíticos ou probabilísticos, podem ser muito úteis na aplicação de métodos numéricos ao problema de precificação de opções do estilo americano, uma vez que, na maioria dos casos, é quase impossível encontrar soluções explícitas. Além disso, utilizamos o Método da Árvore Binomial, que é um método numérico muito simples do ponto de vista matemático, para ilustrar alguns aspectos da teoria estudada ao longo desta tese e para comparar as opções americanas com as opções europeias e bermudas, por meio de alguns exemplos numéricos.
Option pricing problems have been one of the main focuses in the field of Mathematical Finance since the creation of this concept in the 1970s. More specifically, American options are of great interest in this area of knowledge because they are much more complex mathematically than the standard European options and the Black-Scholes model cannot give an explicit formula to value this style options in most cases. In this dissertation, we show how pricing American options leads to free boundary problems because of the possibility of early exercise, where our main goal is to find the optimal exercise price. We also present how to reformulate the problem into a linear complementarity problem and a parabolic variational inequality. Moreover, we also address the probabilistic characterization of American options based on the concept of stopping times. These formulations, here viewed from the analytical and probabilistic point of view, can be very useful for applying numerical methods to the problem of pricing American style options since, in most cases, it is almost impossible to find explicit solutions. Furthermore, we use the Binomial Tree Method, which is a very simple numerical method from the mathematical point of view, to illustrate some aspects of the theory studied throughout this thesis and to compare American options with European and Bermudan Options, by means of a few numerical examples.
info:eu-repo/semantics/publishedVersion
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Bucic, Ida. "Heston vs Black Scholes stock price modelling." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-105614.

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In this thesis the Black Scholes and the Heston stock prices are investigated and the models are compared. The Black Scholes model assumes that the volatility is constant, while the Heston model allows stochastic volatility which is more flexible and can perform better with empirical data. Both models are analysed and simulated, and the parameters are estimated based on empirical data of S&P 500. Results are based on simulations and characteristic functions which are presented with figures of probability density functions.
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Andrén, August, and Patrik Hagernäs. "Data-parallel Acceleration of PARSEC Black-Scholes Benchmark." Thesis, KTH, Skolan för informations- och kommunikationsteknik (ICT), 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-128607.

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The way programmers has been relying on processor improvements to gain speedup in their applications is no longer applicable in the same fashion. Programmers usually have to parallelize their code to utilize the CPU cores in the system to gain a signicant speedup. To accelerate parallel applications furthermore there are a couple of techniques available. One technique is to vectorize some of the parallel code. Another technique is to move parts of the parallel code to the GPGPU and utilize this very good multithreading unit of the system. The main focus of this report is to accelerate the data-parallel workload Black-Scholes of PARSEC benchmark suite. We are going to compare three accelerations of this workload, using vector instructions in the CPU, using the GPGPU and using a combination of them both. The two fundamental aspects are to look at the speedup and determine which technique requires more or less programming eort. To accelerate with vectorization in the CPU we use SSE & AVX techniques and to accelerate the workload in the GPGPU we use OpenACC.
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Books on the topic "Black Scholes"

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Larcher, Gerhard. Die Black-Scholes-Theorie. Wiesbaden: Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-37376-4.

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Capiński, Marek. The Black-Scholes model. New York: Cambridge University Press, 2013.

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Porak, Anatol. Die Optionspreisformel von Black und Scholes. Wiesbaden: Gabler Verlag, 1988. http://dx.doi.org/10.1007/978-3-322-89312-3.

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1951-, Levendorskiĭ Serge, ed. Non-Gaussian Merton-Black-Scholes theory. Singapore: World Scientific, 2002.

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Chriss, Neil. Black-Scholes and beyond: Option pricing models. Chicago: Irwin, 1997.

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Chriss, Neil. Black-Scholes and beyond: Option pricing models. New York: McGraw-Hill, 1997.

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FINEX, ed. From Black-Scholes to black holes: New frontiers in options. London: Risk/FINEX, 1992.

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Corhay, Albert. The Black and Scholes theorem: An alternative proof. Brussels: European Institute for Advanced Studies in Management, 1992.

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Ncube, Mthuli. The Black and Scholes option price as a random variable. Cambridge: Department of Applied Economics, University of Cambridge, 1992.

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The rise of the quants: Marschak, Sharpe, Black, Scholes and Merton. Houndmills, Basingstoke, Hampshire: Palgrave Macmillan, 2012.

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Book chapters on the topic "Black Scholes"

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Franke, Jürgen, Wolfgang Härdle, and Christian Hafner. "Black-Scholes-Optionsmodell." In Einführung in die Statistik der Finanzmärkte, 69–96. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-642-17049-2_6.

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Kythe, Prem K. "Black-Scholes Model." In Elements of Concave Analysis and Applications, 271–304. Boca Raton, Florida : CRC Press, [2018]: Chapman and Hall/CRC, 2018. http://dx.doi.org/10.1201/9781315202259-12.

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Williams, R. "Black-Scholes model." In Graduate Studies in Mathematics, 55–88. Providence, Rhode Island: American Mathematical Society, 2006. http://dx.doi.org/10.1090/gsm/072/04.

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Franke, Jürgen, Wolfgang Härdle, and Christian Hafner. "Black-Scholes-Optionsmodell." In Einführung in die Statistik der Finanzmärkte, 69–97. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-97127-3_6.

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Pascucci, Andrea. "Black-Scholes model." In PDE and Martingale Methods in Option Pricing, 219–56. Milano: Springer Milan, 2011. http://dx.doi.org/10.1007/978-88-470-1781-8_7.

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Behrends, Ehrhard. "Black-Scholes-Formel." In Markovprozesse und stochastische Differentialgleichungen, 131–38. Wiesbaden: Springer Fachmedien Wiesbaden, 2012. http://dx.doi.org/10.1007/978-3-658-00988-5_10.

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Kallianpur, Gopinath, and Rajeeva L. Karandikar. "Black and Scholes Theory." In Introduction to Option Pricing Theory, 191–203. Boston, MA: Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-0511-1_10.

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Schlüchtermann, Georg, and Stefan Pilz. "Das Black-Scholes-Modell." In Modellierung derivater Finanzinstrumente, 162–210. Wiesbaden: Vieweg+Teubner Verlag, 2010. http://dx.doi.org/10.1007/978-3-8348-9771-8_4.

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Günther, Michael, and Ansgar Jüngel. "Die Black-Scholes-Gleichung." In Finanzderivate mit MATLAB®, 48–99. Wiesbaden: Vieweg+Teubner, 2010. http://dx.doi.org/10.1007/978-3-8348-9786-2_4.

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Seydel, Rüdiger U. "Beyond Black and Scholes." In Tools for Computational Finance, 353–87. London: Springer London, 2017. http://dx.doi.org/10.1007/978-1-4471-7338-0_7.

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Conference papers on the topic "Black Scholes"

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Stoynov, Pavel. "Financial models beyond the classical Black-Scholes." In RENEWABLE ENERGY SOURCES AND TECHNOLOGIES. AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5127500.

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JIANG, LISHANG, and XUEMIN REN. "LIMITATIONS AND MODIFICATIONS OF BLACK-SCHOLES MODEL." In Differential Equations & Asymptotic Theory in Mathematical Physics. WORLD SCIENTIFIC, 2004. http://dx.doi.org/10.1142/9789812702395_0007.

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Rasmussen, Maurice Lee, and Faruk Civan. "Value Assessment Using the Modified Black-Scholes Equation." In SPE Hydrocarbon Economics and Evaluation Symposium. Society of Petroleum Engineers, 2005. http://dx.doi.org/10.2118/94520-ms.

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Filiapuspa, M. H., S. F. Sari, and S. Mardiyati. "Applying Black Scholes method for crop insurance pricing." In PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018). AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5132469.

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Finěk, Václav. "Properties of wavelet discretization of Black-Scholes equation." In INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2016). Author(s), 2017. http://dx.doi.org/10.1063/1.4992340.

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He, Zhefei. "Optimal Portfolio and Consumption in Modified Black-Scholes Model." In 2011 Fourth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2011. http://dx.doi.org/10.1109/bife.2011.90.

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Higuita, Esteban. "Application of the Black-Scholes equation in pharmaceutical engineering." In SPIE Commercial + Scientific Sensing and Imaging, edited by Brian M. Cullum, Douglas Kiehl, and Eric S. McLamore. SPIE, 2016. http://dx.doi.org/10.1117/12.2222542.

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Abernethy, Jacob, Rafael M. Frongillo, and Andre Wibisono. "Minimax option pricing meets black-scholes in the limit." In the 44th symposium. New York, New York, USA: ACM Press, 2012. http://dx.doi.org/10.1145/2213977.2214070.

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Chong, Kam Yoon, and John G. O’Hara. "Lie symmetry analysis of a fractional Black-Scholes equation." In MODERN TREATMENT OF SYMMETRIES, DIFFERENTIAL EQUATIONS AND APPLICATIONS (Symmetry 2019). AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5125072.

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Huang, Wenli, Shenghong Li, and Songyan Zhang. "Pricing Perpetual American Option under the Fractional Black-Scholes Model." In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.47.

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Reports on the topic "Black Scholes"

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Slavova, Angela, and Nikolay Kyurkchiev. On CNN Model of Black–Scholes Equation with Leland Correction. "Prof. Marin Drinov" Publishing House of Bulgarian Academy of Sciences, January 2018. http://dx.doi.org/10.7546/crabs.2018.02.03.

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Slavova, Angela, and Nikolay Kyurkchiev. On CNN Model of Black–Scholes Equation with Leland Correction. "Prof. Marin Drinov" Publishing House of Bulgarian Academy of Sciences, February 2018. http://dx.doi.org/10.7546/grabs2018.2.03.

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Baker, Dorothy. Black Content in Schools: A Model of Black Content in a School of Social Work's Curriculum. Portland State University Library, January 2000. http://dx.doi.org/10.15760/etd.2098.

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Richardson, Allissa V. Trends in Mobile Journalism: Bearing Witness, Building Movements, and Crafting Counternarratives. Just Tech, Social Science Research Council, November 2021. http://dx.doi.org/10.35650/jt.3010.d.2021.

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This field review examines how African American mobile journalism became a model for marginalized people’s political communication across the United States. The review explores how communication scholars’ theories about mobile journalism and media witnessing evolved since 2010 to include ethnocentric investigations of the genre. Additionally, it demonstrates how Black people’s use of the mobile device to document police brutality provided a brilliant, yet fraught, template for modern activism. Finally, it shows how Black mobile journalism created undeniable counternarratives that challenged the journalism industry in 2020 and presented scholars with a wealth of researchable questions. Taken together, the review complicates our understanding of Black mobile journalism as a great equalizer—pushing us to also consider what we lose when we lean too heavily on video testimony as a tool for political communication.
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Hanushek, Eric, and Steven Rivkin. Harming the Best: How Schools Affect the Black-White Achievement Gap. Cambridge, MA: National Bureau of Economic Research, August 2008. http://dx.doi.org/10.3386/w14211.

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Berdan, Robert, Terrence Wiley, and Magaly Lavadenz. California Association for Bilingual Education (CABE) Position Statement on Ebonics. Center for Equity for English Learners, 1997. http://dx.doi.org/10.15365/ceel.statement.1997.1.

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In this position statement, the authors write in support of Ebonics (also known as African American Vernacular English, Black English, Black Dialect, and African American Language) as a legitimate language. The linguistic and cultural origins of Ebonics is traced, along with its legitimacy by professional organizations and the courts. CABE asserts that the role of schools and teachers is therefore to build on students’ knowledge of Ebonics rather than replace or eradicate Ebonics as they teach standard English. This position statement has implications for teacher training.
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7

Darling-Hammond, Sean. Fostering Belonging, Transforming Schools: The Impact of Restorative Practices. Learning Policy Institute, May 2023. http://dx.doi.org/10.54300/169.703.

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Across the country, many schools have adopted restorative practices in an effort to improve school climate and student outcomes while reducing exclusionary discipline. Restorative practices are designed to proactively build community, improve relationships, and help students amend harm when conflict occurs. Using 6 years of student survey data and California administrative data, this study examines the use of restorative practices in 485 middle schools and their impact on school and student outcomes. Analyses find that exposure to restorative practices improves students’ academic achievement and reduces suspension rates and disparities. Schools that increased use of restorative practices saw a decrease in schoolwide misbehavior, substance abuse, and student mental health challenges, as well as improved school climate and student achievement. Students of all racial and ethnic backgrounds benefited from restorative practice exposure, with Black and Latino/a students benefiting the most.
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8

Patton, Desmond, and Catalina Vallejo. Examining Violence and Black Grief on Social Media: An Interview with Desmond Upton Patton. Just Tech, Social Science Research Council, February 2022. http://dx.doi.org/10.35650/jt.3020.d.2022.

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As part of our “What Is Just Tech?” series, we invited several social researchers—scholars, practitioners, artists, and activists—to respond to a simple yet fundamental question: “What is just technology?” This interview was conducted by Just Tech program officer Catalina Vallejo, who spoke with Desmond Upton Patton, Professor of Social Work at Columbia University and Just Tech Advisory Board member. Patton (he/him) studies how gang-involved youth conceptualize threats on social media and the extent to which social media may shape or facilitate youth and gang violence. He is the founding director of SAFElab, which centers young people’s perspectives in computational and social work research on violence, trains future social work scholars, and actively engages in violence prevention and intervention. In their conversation, Vallejo and Patton spoke about social media as an amplifier of violence, the importance of lived experience informing computational research, and misunderstandings about Black grief.
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9

Eriksson, Katherine. Access to Schooling and the Black-White Incarceration Gap in the Early 20th Century US South: Evidence from Rosenwald Schools. Cambridge, MA: National Bureau of Economic Research, November 2015. http://dx.doi.org/10.3386/w21727.

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10

Souch, Catherine, and Steve Brace. Geography of geography: the evidence base. Royal Geographical Society (with IBG), November 2020. http://dx.doi.org/10.55203/xqlb9264.

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The Society, along with the wider geographical community, has known for a long time that geography attracts a disproportionately low number of young people from disadvantaged and Black and ethnic minority backgrounds to study the subject. We knew national participation trends but had little benchmark data at regional and school levels. And it is only by knowing more about who is choosing geography at school and university (and, importantly, who doesn’t), and how the rates of uptake and progression vary that we will be able to develop effective interventions to address the inequalities and ensure that geography is a vibrant discipline. The Society therefore commissioned a significant piece of independent research using the Department for Education’s National Pupil Database and linked HESA data (information on students at university) to answer our questions. Given the source of the schools data, the results are for England only for the period from 2009/10 to 2017/18.
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