Zobrazeno 1 - 10
of 66 193
pro vyhledávání: '"black-scholes."'
Autor:
Song, Lina1 (AUTHOR) l_n_song@163.com, Tan, Yousheng1 (AUTHOR), Yu, Fajun2 (AUTHOR), Luo, Yangcheng1 (AUTHOR), Zheng, Jingjing1 (AUTHOR)
Publikováno v:
Scientific Reports. 10/25/2024, Vol. 14 Issue 1, p1-13. 13p.
Autor:
Sugandha, Agus1 (AUTHOR) agus19011@mail.unpad.ac.id, Rusyaman, Endang2 (AUTHOR) rusyaman@unpad.ac.id, Sukono2 (AUTHOR) sukono@unpad.ac.id, Carnia, Ema2 (AUTHOR) ema.carnia@unpad.ac.id
Publikováno v:
Mathematics (2227-7390). Apr2024, Vol. 12 Issue 7, p1077. 15p.
Autor:
Jamal, Sameerah1,2 (AUTHOR) 1114409@students.wits.ac.za, Champala, Reginald1 (AUTHOR), Khan, Suhail3 (AUTHOR) suhail@uop.edu.pk
Publikováno v:
Fractal & Fractional. May2024, Vol. 8 Issue 5, p269. 16p.
Autor:
Lindgren, Jussi1 (AUTHOR) justicus1982@gmail.com
Publikováno v:
Risks. Feb2023, Vol. 11 Issue 2, p24. 5p.
This work generalizes the subdiffusive Black-Scholes model by introducing the variable exponent in order to provide adequate descriptions for the option pricing, where the variable exponent may account for the variation of the memory property. In add
Externí odkaz:
http://arxiv.org/abs/2411.13913
Autor:
Purwandari, Titi1 (AUTHOR) t.purwandari@unpad.ac.id, Hidayat, Yuyun1 (AUTHOR), Sukono2 (AUTHOR) sukono@unpad.ac.id, Kalfin3,4 (AUTHOR) kalfin17001@mail.unpad.ac.id, Ibrahim, Riza Andrian3 (AUTHOR) riza17005@mail.unpad.ac.id, Subiyanto5 (AUTHOR) subiyanto@unpad.ac.id
Publikováno v:
Risks. Jul2024, Vol. 12 Issue 7, p110. 21p.
Autor:
Ivanov, Roman V.1 (AUTHOR) roivanov@yahoo.com
Publikováno v:
Risks. Jun2023, Vol. 11 Issue 6, p111. 23p.