BLACK-SCHOLES MODELS FOR FINANCIAL DERIVATIVE PRODUCTS by Howison, S, Dewynne, J

The Extended Black-Scholes Model with-LAGS-and “Hedging Errors” by Bellalah, Mondher

“…The Black-Scholes model is derived under the assumption that heding is done instantaneously. …”
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The Extended Black-Scholes Model with-LAGS-and “Hedging Errors†by Mondher Bellalah

“…The Black-Scholes model is derived under the assumption that heding is done instantaneously. …”
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A review on Black-Scholes model in pricing warrants in Bursa Malaysia by Indra Gunawan, Nur Izzaty Ilmiah, Ibrahim, Siti Nur Iqmal, Abdul Rahim, Norhuda

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Valuation of deposit insurance Black–Scholes model using Banach contraction principle by Sunday O. Edeki, Sunday E. Fadugba, Chaudry Masood Khalique

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Numerical Valuation of European and American Options under Fractional Black-Scholes Model by Pei Yang, Zuoliang Xu

Subjects: “…time fractional Black-Scholes model…”
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Inverse Multiquadric Function to Price Financial Options under the Fractional Black–Scholes Model by Yanlai Song, Stanford Shateyi

Subjects: “…fractional Black–Scholes model…”
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On a Free Boundary Problem for American Options Under the Generalized Black–Scholes Model by Jung-Kyung Lee

“…We consider the problem of pricing American options using the generalized Black–Scholes model. The generalized Black–Scholes model is a modified form of the standard Black–Scholes model with the effect of interest and consumption rates. …”
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A meshless method for numerical solutions of linear and nonlinear time-fractional Black-Scholes models by Hijaz Ahmad, Muhammad Nawaz Khan, Imtiaz Ahmad, Mohamed Omri, Maged F. Alotaibi

Subjects: “…time-fractional black-scholes model…”
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A modification term for Black-Scholes model based on discrepancy calibrated with real market data by Xiaozheng Lin, Meiqing Wang, Choi-Hong Lai

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Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations by John-Fritz Thony, Jean Vaillant

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Analytical Investigation of Some Time-Fractional Black–Scholes Models by the Aboodh Residual Power Series Method by Muhammad Imran Liaqat, Ali Akgül, Hanaa Abu-Zinadah

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Research on Option Pricing Strategies for Forestry Carbon Sinks Based on Black-Scholes Modeling-Take Sanming City as an Example by Wang Zichen

“…This paper focuses on the local forestry carbon sink projects in Sanming City and analyzes their carbon trading prices based on the real option pricing theory and the Black-Scholes model and concludes that the value of the forestry carbon sink projects in Sanming City has been underestimated. …”
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Numerical Solution of Time Fractional Black–Scholes Model Based on Legendre Wavelet Neural Network with Extreme Learning Machine by Xiaoning Zhang, Jianhui Yang, Yuxin Zhao

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Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps by Alberto Bueno-Guerrero, Steven P. Clark

“…Substituting the Brownian motion in the Black–Scholes model with a stochastic string leads to a class of option pricing models with expiration-dependent volatility. …”
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A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model by Jussi Lindgren

“…The model provides generally different fair values for financial derivatives compared to the Black-Scholes model. In particular, the present model predicts that the original Black-Scholes model tends to undervalue for example European call options.…”
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The modified homotopy perturbation method and its application to the dynamics of price evolution in Caputo-fractional order Black Scholes model by Adedapo Ismaila Alaje, Morufu Oyedunsi Olayiwola, Kamilu Adewale Adedokun, Joseph Adeleke Adedeji, Asimiyu Olamilekan Oladapo, Yunus Olanrewaju Akeem

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Valuation of Wind Energy Turbines Using Volatility of Wind and Price by Doron Greenberg, Michael Byalsky, Asher Yahalom

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Statistical arbitrage under the efficient market hypothesis by Si Bao, Shi Chen, Xi Wang, Wei An Zheng, Yu Zhou

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Numerical Investigation of Fractional Step-Down ELS Option by Xinpei Wu, Shuai Wen, Wei Shao, Jian Wang

Subjects: “…fractional Black-Scholes model…”
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