Distribution of Return Transition for Bohm-Vigier Stochastic Mechanics in Stock Market by Chang Liu, Chuo Chang, Zhe Chang

“…The Bohm-Vigier stochastic model is assumed as a natural generalization of the Black-Scholes model in stock market. The behavioral factor of stock market recognizes as a hidden sector in Bohmian mechanics. …”
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PENENTUAN KONTRAK OPSI TIPE EROPA MENGGUNAKAN MODEL SIMULASI VARIANCE GAMMA (VG) by NI KADEK LANI PITRAYANI, KOMANG DHARMAWAN, I NYOMAN WIDANA

“…The European call option contract's price is calculated using the simulation results, which are then compared to the Variance Gamma simulation model and the Black Scholes model for the European call option contract. …”
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Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics by Pan Zhao, Benda Zhou, Jixia Wang

“…Furthermore, the numerical analysis shows that the model can avoid underestimating risks relative to the Black-Scholes model.…”
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The Evaluation Model of Economy and Application in the Secondary Development by Real Options Method by Huang Yao

“…Organic combining the evaluation model of capacity, risk analysis methods, Black—Scholes model, this article has established an option evaluation method of deliverability project which is fit for the secondary development, reflects comprehensive benefits and uncertainty. …”
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Computing Black Scholes with Uncertain Volatility—A Machine Learning Approach by Kathrin Hellmuth, Christian Klingenberg

“…In financial mathematics, it is a typical approach to approximate financial markets operating in discrete time by continuous-time models such as the Black Scholes model. Fitting this model gives rise to difficulties due to the discrete nature of market data. …”
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The Lie Algebraic Approach for Determining Pricing for Trade Account Options by Shih-Hsien Tseng, Tien Son Nguyen, Ruei-Ci Wang

“…The proposed solution can be used by further researchers or practitioners in option pricing problems for better performance compared with the classical Black–Scholes model.…”
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Nonlinear Differential Equations in Preventing Financial Risks by Meng Xiangli, Liu Rongquan, Qeshta Mohammed, Rashid Audil

“…Through this condition, we obtain the fair price process of contingent rights under the classic Black-Scholes model and the price process of the optimal growth investment strategy. …”
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An Asymptotic Solution for Call Options on Zero-Coupon Bonds by Michael J. Tomas, Jun Yu

“…The result is interesting, as the leading order terms are equivalent to the Black–Scholes model and the additional next order terms provide an adjustment to Black–Scholes that results from the stochastic process for the price of the bond. …”
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Convergence of Inverse Volatility Problem Based on Degenerate Parabolic Equation by Yilihamujiang Yimamu, Zuicha Deng

“…Based on the theoretical framework of the Black–Scholes model, the convergence of the inverse volatility problem based on the degenerate parabolic equation is studied. …”
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Modified Mean-Variance Risk Measures for Long-Term Portfolios by Hyungbin Park

“…Several factor models are discussed as concrete examples: the Black–Scholes model, Kim–Omberg model, Heston model, and 3/2 stochastic volatility model.…”
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Optionality in Australian Football League draftee contracts. by Jemuel Chandrakumaran, Paul Larkin, Sam McIntosh, Sam Robertson

“…The call prices per pick were calculated using the Black-Scholes model and were valued between 1% and 1.5% of the pick value. …”
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Variance and Interest Rate Risk in Unit-Linked Insurance Policies by David Baños, Marc Lagunas-Merino, Salvador Ortiz-Latorre

“…In addition, we compare prices for the classical Black-Scholes model against the Heston stochastic volatility model with a Vasicek interest rate model.…”
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Option pricing using deep learning approach based on LSTM-GRU neural networks: Case of London stock exchange by Habib Zouaoui, Meryem-Nadjat Naas

“…This study is a review of literature on machine learning to examine the potential of deep learning (DL) techniques in improving the accuracy of option pricing models versus the Black-Scholes model and capturingcomplex features in financial data. …”
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Option Pricing Under GARCH Models Applied to the SET50 Index of Thailand by Arunsingkarat, Somphorn, Costa, Renato, Misiran, Masnita, Phewchean, Nattakorn

“…Subsequently, we apply these three models to obtain option prices for the Stock Exchange of Thailand and compare to the well-known Black-Scholes model. Findings suggest that most of the pricing options under GARCH model are the nearest to the actual prices for SET50 option contracts with both times to maturity of 30 days and 60 days…”
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A Nonstandard Finite Difference Method for a Generalized Black–Scholes Equation by Mohammad Mehdizadeh Khalsaraei, Mohammad Mehdi Rashidi, Ali Shokri, Higinio Ramos, Pari Khakzad

“…The positivity property is discussed and it is shown that the proposed method is consistent, stable and also the order of the scheme respect to the space variable is two. As the Black–Scholes model relies on symmetry of distribution and ignores the skewness of the distribution of the asset, the proposed method will be more appropriate for solving such symmetric models. …”
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Estimating the Value of Price Risk Reduction in Energy Efficiency Investments in Buildings by Pekka Tuominen, Tuomas Seppänen

“…The problem of valuating price risk reduction is approached using a variation of the Black–Scholes model by considering a hypothetical financial instrument that a consumer would purchase to insure herself against unexpected price hikes. …”
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Pricing Various Types of Power Options under Stochastic Volatility by Youngrok Lee, Yehun Kim, Jaesung Lee

“…In pricing power options, the classical Black–Scholes model which assumes a constant volatility is simple and easy to handle, but it has a limit in reflecting movements of real financial markets. …”
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Uncertain Stochastic Optimal Control with Jump and Its Application in a Portfolio Game by Chengyu Wu, Lu Yang, Chengke Zhang

“…The financial market is constituted of a risk-free asset and a risky asset whose price process is subjected to the jump-uncertain stochastic Black–Scholes model. The game is formulated by two utility maximization problems, each investor tries to maximize his relative utility, which is the weighted average of terminal wealth difference between his terminal wealth and that of his competitor. …”
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From Stochastic to Rough Volatility: A New Deep Learning Perspective on Hedging by Qinwen Zhu, Xundi Diao

“…The Black–Scholes model assumes that volatility is constant, and the Heston model assumes that volatility is stochastic, while the rough Bergomi (rBergomi) model, which allows rough volatility, can perform better with high-frequency data. …”
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Using a Mix of Finite Difference Methods and Fractional Differential Transformations to Solve Modified Black–Scholes Fractional Equations by Agus Sugandha, Endang Rusyaman, Sukono, Ema Carnia

“…However, the process of forming the Black–Scholes model uses a normal distribution, where, in reality, the call option formula obtained is less realistic in the stock market. …”
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