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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Computational economics"
~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"Black-Scholes model"
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Black-Scholes model
102
Black-Scholes-Modell
102
Option pricing theory
76
Optionspreistheorie
76
Volatility
40
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40
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29
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Câmara, António
5
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3
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3
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2
Fujita, Takahiko
2
Golbabai, A.
2
Jeong, Darae
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2
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2
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2
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2
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Su, Tie
2
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2
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2
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1
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1
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1
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Asia-Pacific financial markets
Computational economics
International journal of financial engineering
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
Applied mathematical finance
37
The journal of computational finance
32
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29
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8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Advances in futures and options research : a research annual
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International journal of financial markets and derivatives
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ECONIS (ZBW)
102
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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
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
5
Lie symmetry analysis and exact solutions of time fractional Black-Scholes equation
Yu, Jicheng
;
Feng, Yuqiang
;
Wang, Xianjia
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014234394
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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