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GrowBag graphs for keyword ? (Num. hits/coverage)
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The graphs summarize 34 occurrences of 30 keywords
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Results
Found 258 publication records. Showing 258 according to the selection in the facets
Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
128 | Mary Malliaris, Linda Salchenberger |
A neural network model for estimating option prices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Intell. ![In: Appl. Intell. 3(3), pp. 193-206, 1993. The full citation details ...](Pics/full.jpeg) |
1993 |
DBLP DOI BibTeX RDF |
Black-Scholes, neural networks, option pricing, Applied artificial intelligence |
111 | Dave A. Voss, Abdul-Qayyum M. Khaliq, S. H. K. Kazmi, H. He |
A Fourth Order -stable Method for the Black-Scholes Model with Barrier Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCSA (3) ![In: Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III, pp. 199-207, 2003, Springer, 3-540-40156-3. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
Black-Scholes PDE, Barrier options, L-stability, parallelism |
105 | C.-S. Huang, C.-H. Hung, Song Wang 0004 |
A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Computing ![In: Computing 77(3), pp. 297-320, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Black-Scholes equation, stochastic volatility, option pricing, finite volume method |
89 | Sangwook Lee, Jusang Lee, Daeyoung Shim, Moongu Jeon |
Binary Particle Swarm Optimization for Black-Scholes Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
KES (1) ![In: Knowledge-Based Intelligent Information and Engineering Systems, 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Vietri sul Mare, Italy, September 12-14, 2007. Proceedings, Part I, pp. 85-92, 2007, Springer, 978-3-540-74817-5. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Black-Scholes option pricing, bit change mutation, binary particle swarm optimization |
60 | Girish K. Jha, Sameer Kumar 0005, Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram |
Option pricing using Particle Swarm Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
C3S2E ![In: Canadian Conference on Computer Science & Software Engineering, C3S2E 2009, Montreal, Quebec, Canada, May 19-21, 2009, Proceedings, pp. 267-272, 2009, ACM, 978-1-60558-401-0. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Black-Scholes, particle swarm optimization, swarm intelligence, option pricing, computational finance |
60 | Gianluca Fusai, I. David Abrahams, Carlo Sgarra |
An exact analytical solution for discrete barrier options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(1), pp. 1-26, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Barrier options, discrete monitoring, Wiener-Hopf equation, Black-Scholes, z-transform |
58 | N. K. Chidambaran, C. W. Jevons Lee, Joaquin R. Trigueros |
Adapting Black-Scholes to a non-Black-Scholes environment via genetic programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CIFEr ![In: Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering, CIFEr 1998, New York City, USA, June 25, 1998, pp. 197-211, 1998, IEEE, 0-7803-4930-X. The full citation details ...](Pics/full.jpeg) |
1998 |
DBLP DOI BibTeX RDF |
|
45 | Hosein Marzi, Mark Turnbull |
Use of Neural Networks in Forecasting Financial Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GrC ![In: 2007 IEEE International Conference on Granular Computing, GrC 2007, San Jose, California, USA, 2-4 November 2007, pp. 516-521, 2007, IEEE Computer Society, 0-7695-3032-X. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
45 | Aleksander Janicki |
Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (4) ![In: Computational Science - ICCS 2006, 6th International Conference, Reading, UK, May 28-31, 2006, Proceedings, Part IV, pp. 301-307, 2006, Springer, 3-540-34385-7. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
45 | Bo Cao, Yongwei Wu, Guangwen Yang, Jia Liu 0023, Jianjin Jiang |
BSM: A scheduling algorithm for dynamic jobs based on economics theory. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GCC ![In: Grid and Cooperative Computing - GCC 2006, 5th International Conference, Changsha, Hunan, China, 21-23 October 2006, Proceedings, pp. 62-65, 2006, IEEE Computer Society, 0-7695-2694-2. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Black and Scholes Option Pricing Model, Market Simulation, Dynamic Jobs, Scheduling Algorithm |
45 | Vasilios S. Tzastoudis, Nikos S. Thomaidis, Georgios Dounias |
Improving Neural Network Based Option Price Forecasting. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SETN ![In: Advances in Artificial Intelligence, 4th Helenic Conference on AI, SETN 2006, Heraklion, Crete, Greece, May 18-20, 2006, Proceedings, pp. 378-388, 2006, Springer, 3-540-34117-X. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
45 | An-Pin Chen, Mu-Yen Chen |
Measurement Practices for Knowledge Management: An Option Perspective. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CAiSE ![In: Advanced Information Systems Engineering, 17th International Conference, CAiSE 2005, Porto, Portugal, June 13-17, 2005, Proceedings, pp. 387-399, 2005, Springer, 3-540-26095-1. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
37 | Koh Hock Lye, Teh Su Yean, Kew Lee Ming |
Modified Binomial Tree and Market Efficiency: The Case for KLCI and LTCM. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FSKD (5) ![In: Sixth International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2009, Tianjin, China, 14-16 August 2009, 6 Volumes, pp. 538-542, 2009, IEEE Computer Society, 978-0-7695-3735-1. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Black Scholes Model, Finance, Derivative, Option |
37 | Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen |
Modeling e-Learning System Performance Evaluation with Agent-Based Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
KES (2) ![In: Knowledge-Based Intelligent Information and Engineering Systems, 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Vietri sul Mare, Italy, September 12-14, 2007. Proceedings, Part II, pp. 90-98, 2007, Springer, 978-3-540-74826-7. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
option-pricing approach, Black-Scholes model, balanced scorecard approach, information agent systems, performance evaluation, E-learning |
37 | Leon Chen, Olivia Sheng, Dennis Goreham, Jeannie Watanabe |
A real option analysis approach to evaluating digital government investment. ![Search on Bibsonomy](Pics/bibsonomy.png) |
DG.O ![In: Proceedings of the 2005 National Conference on Digital Government Research, DG.O 2005, Atlanta, Georgia, USA, May 15-18, 2005, pp. 157-166, 2005, Digital Government Research Center. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP BibTeX RDF |
black-scholes model, information technology investment evaluation, real option analysis, digital government, estimation error |
29 | Philippe Bertrand |
Black-scholes approximation of warrant prices: slight return in a low interest rate environment. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 334(1), pp. 83-100, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
29 | Lei Shi, Malik Zaka Ullah, Hemant Kumar Nashine |
On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 463, pp. 128380, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
29 | Xingyu An, Qingxia (Jenny) Wang, Fawang Liu, Vo V. Anh, Ian W. Turner |
Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Numer. Algorithms ![In: Numer. Algorithms 95(1), pp. 1-30, January 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
29 | Lukas Gonon |
Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Mach. Learn. Res. ![In: J. Mach. Learn. Res. 24, pp. 189:1-189:51, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP BibTeX RDF |
|
29 | Razieh Delpasand, Mohammad Mehdi Hosseini 0001 |
Numerical solution of the three-asset Black-Scholes option pricing model using an efficient hybrid method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Model. Simul. Sci. Comput. ![In: Int. J. Model. Simul. Sci. Comput. 14(2), pp. 2350035:1-2350035:17, April 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
29 | Jun Yu, Michael J. Tomas |
An Alternative Method for Analytical Solutions of Two-Dimensional Black-Scholes-Merton Equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Appl. Math. ![In: J. Appl. Math. 2023, pp. 6725686:1-6725686:11, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
29 | Jinfeng Zhou, Xian-Ming Gu, Jinye Shen, Yong-Liang Zhao, Hu Li |
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2303.10592, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
29 | Yongming Li, Ariel Neufeld |
Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its proof of overcoming the curse of dimensionality. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2301.09241, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
29 | An Ning |
A Mean Convection Finite Difference Method for Solving Black Scholes Model for Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2308.06808, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
29 | Jaspreet Kaur, Srinivasan Natesan |
A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Numer. Algorithms ![In: Numer. Algorithms 94(4), pp. 1519-1549, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
29 | Kamran Kazmi |
A second order numerical method for the time-fractional Black-Scholes European option pricing model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 418, pp. 114647, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
29 | Sarit Maitra, Vivek Mishra, Goutam Kr. Kundu, Kapil Arora |
Integration of Fractional Order Black-Scholes Merton with Neural Network. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IIT ![In: 15th International Conference on Innovations in Information Technology, IIT 2023, Al Ain, United Arab Emirates, November 14-15, 2023, pp. 228-233, 2023, IEEE, 979-8-3503-8239-6. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
29 | Maryam Sarboland, Azim Aminataei |
On the numerical solution of time fractional Black-Scholes equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Comput. Math. ![In: Int. J. Comput. Math. 99(9), pp. 1736-1753, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Mohammad Mehdizadeh Khalsaraei, Mohammad Mehdi Rashidi, Ali Shokri 0002, Higinio Ramos, Pari Khakzad |
A Nonstandard Finite Difference Method for a Generalized Black-Scholes Equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Symmetry ![In: Symmetry 14(1), pp. 141, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Dolemweogo Sibiri Narcisse, Béré Frédéric, Nitiéma Pierre Clovis |
Shadow Price Approximation for the Fractional Black Scholes Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Math. Math. Sci. ![In: Int. J. Math. Math. Sci. 2022, pp. 4719482:1-4719482:10, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Hani Raouf Sheybani, Majid Oloomi Buygi |
Equilibrium-Based Black-Scholes Option Pricing in Electricity Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Syst. J. ![In: IEEE Syst. J. 16(4), pp. 5413-5423, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Muzhou Hou, Huawei Fu, Zheng Hu, Jia Wang 0009, Yinghao Chen, Yunlei Yang |
Numerical solving of generalized Black-Scholes differential equation using deep learning based on blocked residual connection. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Digit. Signal Process. ![In: Digit. Signal Process. 126, pp. 103498, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Yinghao Chen, Lei Wei, Shen Cao, Fan Liu, Yunlei Yang, Yangjin Cheng |
Numerical solving for generalized Black-Scholes-Merton model with neural finite element method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Digit. Signal Process. ![In: Digit. Signal Process. 131, pp. 103757, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Elena Panova, Valentin Volokitin, Anton V. Gorshkov, Iosif B. Meyerov |
Black-Scholes Option Pricing on Intel CPUs and GPUs: Implementation on SYCL and Optimization Techniques. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2204.13740, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Anshima Singh, Sunil Kumar |
An efficient numerical method based on exponential B-splines for time-fractional Black-Scholes equation governing European options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2207.09153, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Dana Cerná, Katerina Finková |
Option Pricing under Multifactor Black-Scholes Model Using Orthogonal Spline Wavelets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2211.13890, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Min Zhang, Guo-Feng Zhang 0001 |
Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Numer. Algorithms ![In: Numer. Algorithms 91(4), pp. 1559-1575, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Mingjie Ma, Jianhui Yang, Ruobing Liu |
A novel structure automatic-determined Fourier extreme learning machine for generalized Black-Scholes partial differential equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Knowl. Based Syst. ![In: Knowl. Based Syst. 238, pp. 107904, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Farshid Nourian, Mehrdad Lakestani, Sedigheh Sabermahani, Yadollah Ordokhani |
Touchard wavelet technique for solving time-fractional Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Appl. Math. ![In: Comput. Appl. Math. 41(4), June 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Rui M. P. Almeida, Teófilo D. Chihaluca, José C. M. Duque |
Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 402, pp. 113790, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Saeede Rashidi, S. Reza Hejazi, Fatemeh Mohammadizadeh |
Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 403, pp. 113863, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Marcin Wróblewski, Andrzej Myslinski |
Non-linear Black-Scholes Option Pricing Model based on Quantum Dynamics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
COMPLEXIS ![In: Proceedings of the 7th International Conference on Complexity, Future Information Systems and Risk, COMPLEXIS 2022, Online Streaming, April 23-24, 2022., pp. 26-35, 2022, SCITEPRESS, 978-989-758-565-4. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
29 | Xin-Jiang He, Sha Lin |
A fractional Black-Scholes model with stochastic volatility and European option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 178, pp. 114983, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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29 | Ruifang Yan, Xiaozhong Yang, Shuzhen Sun |
A class of explicit-implicit alternating parallel difference methods for the two-dimensional Black-Scholes equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Comput. Math. ![In: Int. J. Comput. Math. 98(6), pp. 1112-1129, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Zhaowei Tian, Shuying Zhai, Haifeng Ji, Zhifeng Weng |
A compact quadratic spline collocation method for the time-fractional Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Appl. Math. Comput. ![In: J. Appl. Math. Comput. 66(1-2), pp. 327-350, June 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Mianfu She, Lili Li, Renxuan Tang, Dongfang Li |
A novel numerical scheme for a time fractional Black-Scholes equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Appl. Math. Comput. ![In: J. Appl. Math. Comput. 66(1-2), pp. 853-870, June 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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29 | Jisang Lyu, Eunchae Park, Sangkwon Kim, Wonjin Lee, Chaeyoung Lee, Sungha Yoon, Jintae Park, Junseok Kim |
Optimal non-uniform finite difference grids for the Black-Scholes equations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Comput. Simul. ![In: Math. Comput. Simul. 182, pp. 690-704, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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29 | Beatriz Salvador, Cornelis W. Oosterlee |
Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model". ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 406, pp. 125999, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Beatriz Salvador, Cornelis W. Oosterlee |
Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 391, pp. 125489, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Maba Boniface Matadi, Phumlani Lawrence Zondi |
Invariant Solutions of Black-Scholes Equation with Ornstein-Uhlenbeck Process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Symmetry ![In: Symmetry 13(5), pp. 847, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Maryam Rezaei, Ahmad Reza Yazdanian, Ali Ashrafi, Seyed Mahdi Mahmoudi |
Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: Double barrier options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 90, pp. 104-111, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Yinghao Chen, Hanyu Yu, Xiangyu Meng, Xiaoliang Xie, Muzhou Hou, Julien Chevallier |
Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Digit. Signal Process. ![In: Digit. Signal Process. 112, pp. 103003, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Sirunya Thanompolkrang, Wannika Sawangtong, Panumart Sawangtong |
Application of the Generalized Laplace Homotopy Perturbation Method to the Time-Fractional Black-Scholes Equations Based on the Katugampola Fractional Derivative in Caputo Type. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. ![In: Comput. 9(3), pp. 33, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Saeed Bajalan, Nastaran Bajalan |
Novel ANN method for solving ordinary and fractional Black-Scholes equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2105.11240, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
29 | Lukas Gonon |
Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2106.08900, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
29 | Kerui Song, Pin Lyu |
A high-order and fast scheme with variable time steps for the time-fractional Black-Scholes equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2109.02028, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
29 | Grzegorz Krzyzanowski, Marcin Magdziarz |
A tempered subdiffusive Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2103.13679, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
29 | Hemanta Mandal, B. Bira, Dia Zeidan |
Optimal algebra and power series solution of fractional Black-Scholes pricing model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 25(8), pp. 6075-6082, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Sangkwon Kim, Hyunsoo Han, Hanbyeol Jang, Darae Jeong, Chaeyoung Lee, Wonjin Lee, Junseok Kim |
Reconstruction of the local volatility function using the Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Sci. ![In: J. Comput. Sci. 51, pp. 101341, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | A. Torres-Hernandez, F. Brambila-Paz, C. A. Torres-Martínez |
Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Appl. Math. ![In: Comput. Appl. Math. 40(7), 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Grzegorz Krzyzanowski, Marcin Magdziarz |
A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 96, pp. 105676, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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29 | Saeed Bajalan, Nastaran Bajalan |
Novel ANN Method for Solving Ordinary and Time-Fractional Black-Scholes Equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex. ![In: Complex. 2021, pp. 5511396:1-5511396:15, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
29 | Zijing Zhao 0003, Taozheng Guo |
Analyze the Value of European Options and Power Options Based on Black-Scholes Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICEME ![In: ICEME 2021: The 12th International Conference on E-business, Management and Economics, Beijing, China, July 17 - 19, 2021, pp. 163-170, 2021, ACM, 978-1-4503-9006-4. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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29 | Zhongwen Liu, Yifei Chen |
Valuation Method of Equity Incentives of Listed Companies Based on the Black-Scholes Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Inf. Syst. Serv. Sect. ![In: Int. J. Inf. Syst. Serv. Sect. 12(2), pp. 36-49, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Abdelmjid Qadi El Idrissi, Boujemâa Achchab, Abdellahi Cheikh Maloum |
Numerical simulation of the Black-Scholes equation using the SPH method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Comput. Sci. Math. ![In: Int. J. Comput. Sci. Math. 12(3), pp. 239-249, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Wen Chen 0014, Song Wang 0004 |
A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Comput. Simul. ![In: Math. Comput. Simul. 171, pp. 279-293, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Warattaya Chinnakum, Sean R. Aguilar |
Why Black-Scholes Equations Are Effective Beyond Their Usual Assumptions: Symmetry-Based Explanation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Uncertain. Fuzziness Knowl. Based Syst. ![In: Int. J. Uncertain. Fuzziness Knowl. Based Syst. 28(Supplement-1), pp. 1-10, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Julius Berner, Philipp Grohs, Arnulf Jentzen |
Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Math. Data Sci. ![In: SIAM J. Math. Data Sci. 2(3), pp. 631-657, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Malik Zaka Ullah |
An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 79(2), pp. 426-439, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Grzegorz Krzyzanowski, Marcin Magdziarz, Lukasz Plociniczak |
A weighted finite difference method for subdiffusive Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 80(5), pp. 653-670, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Winter Sinkala, Tembinkosi F. Nkalashe |
Studying a Tumor Growth Partial Differential Equation via the Black-Scholes Equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. ![In: Comput. 8(2), pp. 57, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
29 | Winter Sinkala |
On the Generation of Infinitely Many Conservation Laws of the Black-Scholes Equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. ![In: Comput. 8(3), pp. 65, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Sang-Mun Chi |
A differential neural network learns stochastic differential equations and the Black-Scholes equation for pricing multi-asset options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2007.00937, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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29 | Kirill V. Golubnichiy, Tianyang Wang, Andrey V. Nikitin |
An Evaluation of novel method of Ill-Posed Problem for the Black-Scholes Equation solution. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2011.09136, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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29 | A. Torres-Hernandez, F. Brambila-Paz, C. A. Torres-Martínez |
Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2011.07710, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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29 | Grzegorz Krzyzanowski, Marcin Magdziarz |
A weighted finite difference method for American and Barrier options in subdiffusive Black-Scholes Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2003.05358, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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29 | S. R. Saratha, Sai Sundara Krishnan Gangadharan, Morachan Bagyalakshmi, Chee Peng Lim |
Solving Black-Scholes equations using fractional generalized homotopy analysis method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Appl. Math. ![In: Comput. Appl. Math. 39(4), 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Amitesh S. Jayaraman, Domenico Campolo, Gregory S. Chirikjian |
Black-Scholes Theory and Diffusion Processes on the Cotangent Bundle of the Affine Group. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Entropy ![In: Entropy 22(4), pp. 455, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
29 | Sha Lin, Xin-Jiang He |
A regime switching fractional Black-Scholes model and European option pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 85, pp. 105222, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Sylwester Arabas, Ahmad Farhat |
Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 373, pp. 112275, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Pradip Roul, V. M. K. Prasad Goura |
A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 363, pp. 464-484, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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29 | Pradip Roul, V. M. K. Prasad Goura |
A sixth order numerical method and its convergence for generalized Black-Scholes PDE. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 377, pp. 112881, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
29 | Tristan Guillaume |
On the multidimensional Black-Scholes partial differential equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 281(1-2), pp. 229-251, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
29 | Choi-Hong Lai |
Modification terms to the Black-Scholes model in a realistic hedging strategy with discrete temporal steps. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Comput. Math. ![In: Int. J. Comput. Math. 96(11), pp. 2201-2208, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
29 | Feng Chen 0019, Zeqi Wang, Yue Yang |
A new operator splitting method for American options under fractional Black-Scholes models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 77(8), pp. 2130-2144, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
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29 | Shu Wang, Fang Yuan |
The asymptotic behavior of the solutions of the Black-Scholes equation as volatility σ→0+. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 78(3), pp. 1037-1050, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
29 | Ludovic Goudenège, Andrea Molent, Antonino Zanette |
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 16(1-2), pp. 217-248, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
29 | Grzegorz Krzyzanowski, Marcin Magdziarz, Lukasz Plociniczak |
A weighted finite difference method for subdiffusive Black Scholes Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1907.00297, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
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29 | Qinmeng Zou, Guillaume Gbikpi Benissan, Frédéric Magoulès |
Asynchronous Communications Library for the Parallel-in-Time Solution of Black-Scholes Equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1907.01199, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
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29 | Ahmad Golbabai, Omid Nikan, Touraj Nikazad |
Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Appl. Math. ![In: Comput. Appl. Math. 38(4), 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
29 | Will Hicks |
PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Entropy ![In: Entropy 21(2), pp. 105, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
29 | Lei Li |
The simulation of CSI 300 Index Option Pricing Based on Black-Scholes Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CYBCONF ![In: 4th IEEE International Conference on Cybernetics, CYBCONF 2019, Beijing, China, July 5-7, 2019, pp. 1-5, 2019, IEEE, 978-1-7281-0030-2. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
29 | Sona Kilianová, Boris Letko |
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Risk Decis. Anal. ![In: Risk Decis. Anal. 7(1-2), pp. 51-62, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
29 | Sirajul Haq, Manzoor Hussain |
Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 335, pp. 248-263, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
29 | S. Chandra Sekhara Rao, Manisha |
Numerical solution of generalized Black-Scholes model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 321, pp. 401-421, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
29 | Jinhao Hu, Siqing Gan |
High order method for Black-Scholes PDE. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 75(7), pp. 2259-2270, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
29 | Zhongdi Cen, Jian Huang 0011, Aimin Xu, Anbo Le |
Numerical approximation of a time-fractional Black-Scholes equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 75(8), pp. 2874-2887, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
29 | Song-Ping Zhu, Xin-Jiang He |
A modified Black-Scholes pricing formula for European options with bounded underlying prices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 75(5), pp. 1635-1647, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
29 | Philipp Grohs, Fabian Hornung, Arnulf Jentzen, Philippe von Wurstemberger |
A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1809.02362, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
|
29 | Julius Berner, Philipp Grohs, Arnulf Jentzen |
Analysis of the generalization error: Empirical risk minimization over deep artificial neural networks overcomes the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1809.03062, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
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