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.
Full textWang, 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.
Full textO'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.
Full textOmey, 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.
Full textHahnenstein, 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.
Full textKruschwitz, 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.
Full textAghili, A. "Fractional Black–Scholes equation." International Journal of Financial Engineering 04, no. 01 (March 2017): 1750004. http://dx.doi.org/10.1142/s2424786317500049.
Full textMunn, 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.
Full textFink, 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.
Full textStanislavsky, 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.
Full textAhmed, E., and H. A. Abdusalam. "On modified Black–Scholes equation." Chaos, Solitons & Fractals 22, no. 3 (November 2004): 583–87. http://dx.doi.org/10.1016/j.chaos.2004.02.018.
Full textTrzetrzelewski, Maciej. "The relativistic Black-Scholes model." EPL (Europhysics Letters) 117, no. 3 (February 1, 2017): 38004. http://dx.doi.org/10.1209/0295-5075/117/38004.
Full textAgliardi, R., P. Popivanov, and A. Slavova. "On nonlinear Black-Scholes equations." Nonlinear Analysis and Differential Equations 1 (2013): 75–81. http://dx.doi.org/10.12988/nade.2013.13009.
Full textNygaard, Hans Kristian. "Incentivordninger og Black Scholes-formelen." Praktisk økonomi & finans 38, no. 4 (December 8, 2022): 356–65. http://dx.doi.org/10.18261/pof.38.4.6.
Full textSchnabel, Jacques A. "Restructuring the black-scholes isomorphism." Atlantic Economic Journal 16, no. 2 (June 1988): 85. http://dx.doi.org/10.1007/bf02306331.
Full textAyache, Elie. "Time and Black-Scholes-Merton." Wilmott 2017, no. 88 (March 2017): 24–33. http://dx.doi.org/10.1002/wilm.10578.
Full textMehrdoust, Farshid, Amir Hosein Refahi Sheikhani, Mohammad Mashoof, and Sabahat Hasanzadeh. "Block-pulse operational matrix method for solving fractional Black-Scholes equation." Journal of Economic Studies 44, no. 3 (August 14, 2017): 489–502. http://dx.doi.org/10.1108/jes-05-2016-0107.
Full textJanowicz, Maciej, and Andrzej Zembrzuski. "Symmetry Properties of Modified Black-Scholes Equation." Metody Ilościowe w Badaniach Ekonomicznych 22, no. 2 (May 17, 2022): 77–86. http://dx.doi.org/10.22630/mibe.2021.22.2.7.
Full textBayram, Mustafa, Buyukoz Orucova, and Tugcem Partal. "Parameter estimation in a Black Scholes." Thermal Science 22, Suppl. 1 (2018): 117–22. http://dx.doi.org/10.2298/tsci170915277b.
Full textMasebe, Tshidiso. "New Symmetries of Black-Scholes Equation." WSEAS TRANSACTIONS ON SYSTEMS 20 (April 19, 2021): 76–87. http://dx.doi.org/10.37394/23202.2021.20.10.
Full textKutner, George W. "BLACK-SCHOLES REVISITED: SOME IMPORTANT DETAILS." Financial Review 23, no. 1 (February 1988): 95–104. http://dx.doi.org/10.1111/j.1540-6288.1988.tb00777.x.
Full textBeck, Thomas M. "Black-Scholes Revisited: Some Important Details." Financial Review 28, no. 1 (February 1993): 77–90. http://dx.doi.org/10.1111/j.1540-6288.1993.tb01338.x.
Full textHigham, D. J. "Black-Scholes for scientific computing students." Computing in Science and Engineering 6, no. 6 (November 2004): 72–79. http://dx.doi.org/10.1109/mcse.2004.62.
Full textHamza, Kais, and Fima C. Klebaner. "On the implicit Black–Scholes formula." Stochastics 80, no. 1 (February 2008): 97–102. http://dx.doi.org/10.1080/17442500701607706.
Full textArriojas, Mercedes, Yaozhong Hu, Salah-Eldin Mohammed, and Gyula Pap. "A Delayed Black and Scholes Formula." Stochastic Analysis and Applications 25, no. 2 (February 27, 2007): 471–92. http://dx.doi.org/10.1080/07362990601139669.
Full textVecer, Jan. "BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS." Mathematical Finance 24, no. 3 (November 2, 2012): 598–626. http://dx.doi.org/10.1111/mafi.12012.
Full textLiu, Wei, Xudong Huang, and Weian Zheng. "Black–Scholes’ model and Bollinger bands." Physica A: Statistical Mechanics and its Applications 371, no. 2 (November 2006): 565–71. http://dx.doi.org/10.1016/j.physa.2006.03.033.
Full textDavid, Claire. "Control of the Black–Scholes equation." Computers & Mathematics with Applications 73, no. 7 (April 2017): 1566–75. http://dx.doi.org/10.1016/j.camwa.2017.02.007.
Full textMagdziarz, Marcin. "Black-Scholes Formula in Subdiffusive Regime." Journal of Statistical Physics 136, no. 3 (July 24, 2009): 553–64. http://dx.doi.org/10.1007/s10955-009-9791-4.
Full textLee, Eun-Kyung, and Yoon-Dong Lee. "Understanding Black-Scholes Option Pricing Model." Communications for Statistical Applications and Methods 14, no. 2 (August 31, 2007): 459–79. http://dx.doi.org/10.5351/ckss.2007.14.2.459.
Full textGonzalez Granada, Jose Rodrigo, Luis Fernado Plaza Galvez, and Olena Vasyunkina. "From Black-Scholes to Hamilton-Jacobi." Contemporary Engineering Sciences 11, no. 90 (2018): 4455–63. http://dx.doi.org/10.12988/ces.2018.89495.
Full textQiu, Yan, and Jens Lorenz. "A non-linear Black-Scholes equation." International Journal of Business Performance and Supply Chain Modelling 1, no. 1 (2009): 33. http://dx.doi.org/10.1504/ijbpscm.2009.026264.
Full textLescot, Paul. "Symmetries of the Black-Scholes equation." Methods and Applications of Analysis 19, no. 2 (2012): 147–60. http://dx.doi.org/10.4310/maa.2012.v19.n2.a3.
Full textXuan-Liu, Yang, Zhang Shun-Li, and Qu Chang-Zheng. "Symmetry Breaking for Black–Scholes Equations." Communications in Theoretical Physics 47, no. 6 (June 2007): 995–1000. http://dx.doi.org/10.1088/0253-6102/47/6/006.
Full textDixit, Alok, and Shivam Singh. "Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market." Journal of Quantitative Economics 16, no. 1 (February 15, 2017): 57–88. http://dx.doi.org/10.1007/s40953-017-0078-3.
Full textSABRINA, FITRI, DODI DEVIANTO, and FERRA YANUAR. "PENENTUAN HARGA OPSI TIPE EROPA DENGAN MENGGUNAKAN MODEL BLACK SCHOLES FRAKSIONAL." Jurnal Matematika UNAND 9, no. 2 (June 29, 2020): 154. http://dx.doi.org/10.25077/jmu.9.2.154-161.2020.
Full textYong, Benny. "Perbandingan Efek Dilusi pada Nilai Waran dengan Menggunakan Metode Black-Scholes, Dilusi Black-Scholes, dan Pengamatan Variabel." JURNAL SILOGISME : Kajian Ilmu Matematika dan Pembelajarannya 1, no. 1 (November 29, 2016): 23. http://dx.doi.org/10.24269/js.v1i1.244.
Full textMuhamad Rashif Hilmi, Devi Nurtiyasari, and Angga Syahputra. "Pemanfaatan Skewness dan Kurtosis dalam Menentukan Harga Opsi Beli Asia." Quadratic: Journal of Innovation and Technology in Mathematics and Mathematics Education 2, no. 1 (May 30, 2022): 7–15. http://dx.doi.org/10.14421/quadratic.2022.021-02.
Full textEshaghi, Shiva, Alireza Ansari, Reza Ghaziani, and Mohammadreza Darani. "Fractional Black-Scholes model with regularized Prabhakar derivative." Publications de l'Institut Math?matique (Belgrade) 102, no. 116 (2017): 121–32. http://dx.doi.org/10.2298/pim1716121e.
Full textPurwandari, Diana. "PENGARUH PEMBAGIAN DIVIDEN MELALUI MODEL BLACK-SCHOLES." Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika 2, no. 3 (December 30, 2021): 351–54. http://dx.doi.org/10.46306/lb.v2i3.111.
Full textÖzer, H. Ünsal, and Ahmet Duran. "The source of error behavior for the solution of Black–Scholes PDE by finite difference and finite element methods." International Journal of Financial Engineering 05, no. 03 (September 2018): 1850028. http://dx.doi.org/10.1142/s2424786318500287.
Full textSun, Yesen, Wenxiu Gong, Hongliang Dai, and Long Yuan. "Numerical Method for American Option Pricing under the Time-Fractional Black–Scholes Model." Mathematical Problems in Engineering 2023 (February 20, 2023): 1–17. http://dx.doi.org/10.1155/2023/4669161.
Full textSusanti, Desi, and Dodi Devianto. "PENURUNAN MODEL BLACK SCHOLES DENGAN PERSAMAAN DIFERENSIAL STOKASTIK UNTUK OPSI TIPE EROPA." Jurnal Matematika UNAND 3, no. 1 (March 1, 2014): 17. http://dx.doi.org/10.25077/jmu.3.1.17-26.2014.
Full textAmpun, Sivaporn, Panumart Sawangtong, and Wannika Sawangtong. "An Analysis of the Fractional-Order Option Pricing Problem for Two Assets by the Generalized Laplace Variational Iteration Approach." Fractal and Fractional 6, no. 11 (November 11, 2022): 667. http://dx.doi.org/10.3390/fractalfract6110667.
Full textAyache, Elie. "A Truthful Generalization of Black‐Scholes‐Merton." Wilmott 2021, no. 111 (January 2021): 32–43. http://dx.doi.org/10.1002/wilm.10903.
Full textPereira, Alfredo M., and M. Sean Tarter. "An Unhedgeable Black–Scholes–Merton Implicit Option?" Risks 10, no. 7 (June 29, 2022): 134. http://dx.doi.org/10.3390/risks10070134.
Full textAbdelkawy, M. A., and António M. Lopes. "Spectral Solutions for Fractional Black–Scholes Equations." Mathematical Problems in Engineering 2022 (July 20, 2022): 1–9. http://dx.doi.org/10.1155/2022/9365292.
Full textKiptum, Purity Jebotibin, Joseph E. Esekon, and Owino Maurice Oduor. "Greek Parameters of Nonlinear Black-Scholes Equation." International Journal of Mathematics and Soft Computing 5, no. 2 (July 10, 2015): 69. http://dx.doi.org/10.26708/ijmsc.2015.2.5.09.
Full textAhmad Dar, Amir, and N. Anuradha. "Comparison: Binomial model and Black Scholes model." Quantitative Finance and Economics 2, no. 1 (2018): 230–45. http://dx.doi.org/10.3934/qfe.2018.1.230.
Full textAhmad Dar, Amir, and N. Anuradha. "Comparison: Binomial model and Black Scholes model." Quantitative Finance and Economics 2, no. 1 (2018): 715–30. http://dx.doi.org/10.3934/qfe.2018.1.715.
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