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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"CoFE discussion papers"
~isPartOf:"Computational economics"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"Black-Scholes model"
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Black-Scholes model
89
Black-Scholes-Modell
89
Option pricing theory
59
Optionspreistheorie
59
Theorie
33
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33
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26
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Câmara, António
5
Kim, Junseok
3
Kohlmann, Michael
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2
Düring, Bertram
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Franke, Günter
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2
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Asia-Pacific financial markets
CoFE discussion papers
Computational economics
The journal of futures markets
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
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37
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29
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11
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Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Research paper series / Swiss Finance Institute
9
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9
Risks : open access journal
9
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9
European journal of operational research : EJOR
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Advances in futures and options research : a research annual
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Finanzmarkt und Portfolio-Management
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International journal of financial markets and derivatives
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ECONIS (ZBW)
89
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
3
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
4
A bilinear pseudo-spectral method for solving two-asset European and American pricing options
Khasi, M.
;
Rashidinia, J.
- In:
Computational economics
63
(
2024
)
2
,
pp. 893-918
Persistent link: https://www.econbiz.de/10014475075
Saved in:
5
The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.
;
Bakhshandeh, M.
;
Aghdam, Y. Esmaeelzade
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
Saved in:
6
Numerical approximation to a variable-order time-fractional Black-Scholes model with applications in option pricing
Zhang, Meihui
;
Zheng, Xiangcheng
- In:
Computational economics
62
(
2023
)
3
,
pp. 1155-1175
Persistent link: https://www.econbiz.de/10014382889
Saved in:
7
Accurate and efficient finite difference method for the black-scholes model with no far-field boundary conditions
Lee, Chaeyoung
;
Kwak, Soobin
;
Hwang, Youngjin
;
Kim, Junseok
- In:
Computational economics
61
(
2023
)
3
,
pp. 1207-1224
Persistent link: https://www.econbiz.de/10014252173
Saved in:
8
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
9
Deep learning based hybrid computational intelligence models for options pricing
Arin, Efe
;
Özbayoglu, Ahmet Murat
- In:
Computational economics
59
(
2022
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10013168900
Saved in:
10
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
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