Keywords: معادله Black-Scholes; Option pricing equation; Shot noise; Green function; Greeks; Black-Scholes equation; Merton jump-diffusion formula;
مقالات ISI معادله Black-Scholes (ترجمه نشده)
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Numerical approximation of a time-fractional Black-Scholes equation
Keywords: معادله Black-Scholes; Option valuation; Black-Scholes equation; Fractional differential equation; Singularity; Adapted mesh;
Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models
Keywords: معادله Black-Scholes; Residual Power Series method; Meshfree method; Radial basis function; Black-Scholes equation; Caputo fractional derivative;
Symmetry reduction and exact solutions of the non-linear Black-Scholes equation
Keywords: معادله Black-Scholes; Black-Scholes equation; Symmetry reduction; Exact solutions;
Control of the Black-Scholes equation
Keywords: معادله Black-Scholes; Black-Scholes equation; Control; Shape parameters;
Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters
Keywords: معادله Black-Scholes; Symmetry analysis; Black-Scholes Equation; Financial mathematics;
Laplace Transform and finite difference methods for the Black-Scholes equation
Keywords: معادله Black-Scholes; Black-Scholes equation; Completely monotonic function; Finite difference scheme; Laplace Transform; M-Matrix; Positivity-preserving; Post-Widder formula;
Efficient implicit scheme with positivity preserving and smoothing properties
Keywords: معادله Black-Scholes; 65M06; 65M12; Black-Scholes equation; Finite difference schemes; Fully implicit scheme; M-matrix; Non-smooth initial conditions; Positivity-preserving;
Option pricing with a direct adaptive sparse grid approach
Keywords: معادله Black-Scholes; Black-Scholes equation; Option pricing; Sparse grids; Finite elements; Adaptivity;
Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing
Keywords: معادله Black-Scholes; High order finite elements; Option contracts pricing models; Black-Scholes equation; Call options; Put options;
Operational methods and differential equations with applications to initial-value problems
Keywords: معادله Black-Scholes; Orthogonal polynomials and functions; Operational techniques; Integral transformations; Partial differential equations; Laguerre polynomials; Hermite polynomials; Bessel polynomials; Hermite-Kampé de Fériet polynomials; Gould-Hopper polynomials; Hea
A linearly implicit predictor-corrector scheme for pricing American options using a penalty method approach
Keywords: معادله Black-Scholes; C63; G10; Black-Scholes equation; Method of lines; Predictor-corrector methods; American options; Penalty method;
A new direct method for solving the Black-Scholes equation
Keywords: معادله Black-Scholes; Black-Scholes equation; Mellin transform;
Exact and numerical solution of Black-Scholes matrix equation
Keywords: معادله Black-Scholes; Black-Scholes equation; Mellin transform;