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Black-Scholes model disturbance term higher-order algorithm modification term option pricing second-order derivatives
Number of items: 6.

Black-Scholes model

Lin, Xiaozheng, Wang, Meiqing and Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 (2021) A modification term for Black-Scholes model based on discrepancy calibrated with real market data. Data science in finance and economics. Data Science in Finance and Economics, 1 (4). pp. 313-326. ISSN 2769-2140 (Online) (doi:10.3934/DSFE.2021017)

disturbance term

Lin, Xiaozheng, Wang, Meiqing and Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 (2021) A modification term for Black-Scholes model based on discrepancy calibrated with real market data. Data science in finance and economics. Data Science in Finance and Economics, 1 (4). pp. 313-326. ISSN 2769-2140 (Online) (doi:10.3934/DSFE.2021017)

higher-order algorithm

Lin, Xiaozheng, Wang, Meiqing and Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 (2021) A modification term for Black-Scholes model based on discrepancy calibrated with real market data. Data science in finance and economics. Data Science in Finance and Economics, 1 (4). pp. 313-326. ISSN 2769-2140 (Online) (doi:10.3934/DSFE.2021017)

modification term

Lin, Xiaozheng, Wang, Meiqing and Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 (2021) A modification term for Black-Scholes model based on discrepancy calibrated with real market data. Data science in finance and economics. Data Science in Finance and Economics, 1 (4). pp. 313-326. ISSN 2769-2140 (Online) (doi:10.3934/DSFE.2021017)

option pricing

Lin, Xiaozheng, Wang, Meiqing and Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 (2021) A modification term for Black-Scholes model based on discrepancy calibrated with real market data. Data science in finance and economics. Data Science in Finance and Economics, 1 (4). pp. 313-326. ISSN 2769-2140 (Online) (doi:10.3934/DSFE.2021017)

second-order derivatives

Lin, Xiaozheng, Wang, Meiqing and Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 (2021) A modification term for Black-Scholes model based on discrepancy calibrated with real market data. Data science in finance and economics. Data Science in Finance and Economics, 1 (4). pp. 313-326. ISSN 2769-2140 (Online) (doi:10.3934/DSFE.2021017)

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