AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some definitions and different derivations, which are useful for further development of Black-Scholes formula and Black-Scholes partial differential equation. As an application, we obtain the solution of the Black-Scholes equation and it is represented graphically by Maple software
9 pages dont 1 page de bibliographieEXACT SOLUTION OF THE INVERSE PROBLEM OF OPTION PRICING IN THE B...
Options are financial instruments designed to protect investors from the stock market randomness. In...
M.Sc.The innovative work of Black and Scholes [1, 2] extended the mathematical understanding of the ...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
The aim of this paper is to study Black-Scholes option pricing model using stochastic differential e...
Copyright c © 2013 R. Agliardi et al. This is an open access article distributed under the Creative ...
In this paper, we consider some conditions that transform the classical Black-Scholes Model for stoc...
The Black-Scholes model has been served as the most fundamental model in option pricing for over fou...
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
This paper aims to derive the Black-Scholes equation for readers without advanced knowledge in finan...
Název práce: Blackovy-Scholesovy modely oceňování opcí Autor: Martin Čekal Katedra: Katedra pravděpo...
This paper presents the methodology used for Notre Dame University’s finance students to explain and...
Finance is a rapidly growing area in our banking world today. With this ever-increasing development ...
In this article, the solution of the linear variant of a Barrier Option Black-Scholes Model (BOBSM) ...
9 pages dont 1 page de bibliographieEXACT SOLUTION OF THE INVERSE PROBLEM OF OPTION PRICING IN THE B...
Options are financial instruments designed to protect investors from the stock market randomness. In...
M.Sc.The innovative work of Black and Scholes [1, 2] extended the mathematical understanding of the ...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
The aim of this paper is to study Black-Scholes option pricing model using stochastic differential e...
Copyright c © 2013 R. Agliardi et al. This is an open access article distributed under the Creative ...
In this paper, we consider some conditions that transform the classical Black-Scholes Model for stoc...
The Black-Scholes model has been served as the most fundamental model in option pricing for over fou...
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
This paper aims to derive the Black-Scholes equation for readers without advanced knowledge in finan...
Název práce: Blackovy-Scholesovy modely oceňování opcí Autor: Martin Čekal Katedra: Katedra pravděpo...
This paper presents the methodology used for Notre Dame University’s finance students to explain and...
Finance is a rapidly growing area in our banking world today. With this ever-increasing development ...
In this article, the solution of the linear variant of a Barrier Option Black-Scholes Model (BOBSM) ...
9 pages dont 1 page de bibliographieEXACT SOLUTION OF THE INVERSE PROBLEM OF OPTION PRICING IN THE B...
Options are financial instruments designed to protect investors from the stock market randomness. In...
M.Sc.The innovative work of Black and Scholes [1, 2] extended the mathematical understanding of the ...
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