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

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Black-Scholes Flexibility of European Companies in the Digital Age by Uzik Martin, Runge Christopher

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The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm by Naresh kumar Solanki, syed feroz shah, syed feroz shah

Subjects: “…Nonlinear Black-Scholes model, PDE, differential transform algorithm…”
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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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Volatility smile at the Russian option market by D. Golembiovsky, I. Baryshnikov

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Lie Symmetries and the Invariant Solutions of the Fractional Black–Scholes Equation under Time-Dependent Parameters by Sameerah Jamal, Reginald Champala, Suhail Khan

Subjects: “…Black–Scholes model…”
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Monte Carlo Simulation of an American Option by Gikiri Thuo

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Insurance Premium Formulation for Agricultural Commodity Prices by Betri Wendra

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Three little arbitrage theorems by Mauricio Contreras G., Roberto Ortiz H., Roberto Ortiz H.

Subjects: “…Black–Scholes model…”
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Forecasting semi-stationary processes and statistical arbitrage by Si Bao, Shi Chen, Wei An Zheng, Yu Zhou

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Fractional Pricing Models: Transformations to a Heat Equation and Lie Symmetries by Reginald Champala, Sameerah Jamal, Suhail Khan

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Coupled transform method for time-space fractional Black-Scholes option pricing model by S.O. Edeki, R.M. Jena, S. Chakraverty, D. Baleanu

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Numerical method for pricing discretely monitored double barrier option by orthogonal projection method by Kazem Nouri, Milad Fahimi, Leila Torkzadeh, Dumitru Baleanu

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The Adjoint Method Formulation for an Inverse Problem in the Generalized Black-Scholes Model by PIERRE NGNEPIEBA

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Assessment of option price volatility by Viktorija Sodaunykaitė, Raimonda Martinkutė-Kaulienė

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Comparison: Binomial model and Black Scholes model by Amir Ahmad Dar, N. Anuradha

Subjects: “…European options| Binominal model| Black Scholes model| t-test| Tukey model…”
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On regime-switching European option pricing by Sebastian Kaweto Kalovwe, Joseph Ivivi Mwaniki, Richard Onyino Simwa

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Development of the Black–Scholes Model for Determining Insurance Premiums to Mitigate the Risk of Disaster Losses Using the Principles of Mutual Cooperation and Regional Economic G... by Titi Purwandari, Yuyun Hidayat, Sukono, Kalfin, Riza Andrian Ibrahim, Subiyanto

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Timeline and Wavelets Method for Pricing Cash-or-Nothing Options by Saeed Vahdati, Foad Shokrollahi

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Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model by Mohammad Reza Haddadi, Hossein Nasrollahi

Subjects: “…black-scholes model…”
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