Search Results - "Black scholes"

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    Invariant solutions of the Black-Scholes equation

    Published 2022
    Subjects: “…Black-Scholes equation…”
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    Model Misspecification and the Hedging of Exotic Options by Balshaw, Lloyd Stanley

    Published 2018
    Subjects: “…Black-Scholes model…”
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    Black economic empowerment transactions and employee share options : features of non-traded call options in the South African market

    Published 2013
    Subjects: “…Black scholes…”
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    MELLIN TRANSFORM METHOD FOR THE VALUATION OF AMERICAN POWER PUT OPTION

    Published 2017-05
    Subjects: “…Non-homogeneous Black-Scholes-Merton-like equation…”
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    Calibration and Model Risk in the Pricing of Exotic Options Under Pure-Jump Lévy Dynamics by Mboussa Anga, Gael

    Published 2015
    Subjects: “…Black-Scholes model…”
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    Predicting returns with the Put-Call Ratio

    Published 2013
    Subjects: “…Black scholes model…”
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    Liquidity risk and no arbitrage by El Ghandour, Laila

    Published 2013
    Subjects: “…Black-Scholes model…”
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    Applying stochastic volatility models in the risk-neutral and real-world probability measures

    Published 2023
    Subjects: “…Black-Scholes models…”
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