Showing 1 - 20 results of 20 for search '"Myron Scholes"', query time: 2.43s Refine Results
  1. 1
    study on option pricing model－ Black-Scholes partial differential equation
    by Ting-Ming Huang, 黃鼎銘
    Published 2002
    “...碩士 === 中原大學 === 數學研究所 === 90 === Abstract In 1973, Fisher. Black and Myron. Scholes [3] solved...”
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  2. 2
    The practical framework of the Black-Scholes model of pricing a european call option: economical and mathematical interpretation
    by Драган Јањић
    Published 2014-07-01
    “..., Fischer Black and Myron Scholes made a revolution in the world of fnances. They developed a model...”
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    Article
  3. 3
    On the Perturbation of the Option Market - an Asymptotic Expansion
    by Tu, Tien-Hao, 涂天豪
    Published 2007
    “...碩士 === 輔仁大學 === 數學系研究所 === 95 === In 1973, Fisher Black and Myron Scholes solved the options valued...”
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  4. 4
    An Oscillatory affection on the Option Market - The Fourier Expansion
    by Chuang Chienhui, 莊千卉
    Published 2007
    “...碩士 === 輔仁大學 === 數學系研究所 === 95 === In 1973, Fisher Black and Myron Scholes solved the options valued...”
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  5. 5
    [en] RISK ANALYSIS OF NON-LINEAR PORTFOLIOS: AN APPLICATION TO THE OIL AND ENERGY MARKET
    by JOANA GOMES AZARA DE OLIVEIRA
    Published 2014
    “... divulgação das pesquisas de Fisher Black, Myron Scholes e Robert Merton sobre o apreçamento de opções. Desde...”
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  6. 6
    RISK ANALYSIS OF NON-LINEAR PORTFOLIOS: AN APPLICATION TO THE OIL AND ENERGY MARKET
    by JOANA GOMES AZARA DE OLIVEIRA
    Published 2012
    “... das pesquisas de Fisher Black, Myron Scholes e Robert Merton sobre o apreçamento de opções. Desde...”
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  7. 7
    The Pricing of Power Options under the GeneralizedBlack-Scholes Model
    by Yi-Yun Wu, 吳宜紜
    Published 2011
    “... by Fischer Black and Myron Scholes (1973). In such a European option, the payoff depends `linearly'&apos...”
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  8. 8
    American options pricing and Interpolation
    by Shi-Hau Liao, 廖士豪
    Published 2004
    “... has already been derived by Fischer Black, Myron Scholes, and Robert Merton and efficient numerical...”
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  9. 9
    An accurate solution for the generalized Black-Scholes equations governing option pricing
    by Ashish Awasthi, Riyasudheen TK
    Published 2020-02-01
    “.... In 1973, Fisher Black and Myron Scholes developed an eminent stochastic model which later coined as Black...”
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    Article
  10. 10
    Implied Volatility of Put Option of TXO and Investment Strategies Testing
    by Lin, Ching-Wei, 林敬偉
    Published 2014
    “... and Myron Scholes. The B-S model facilitates not only option pricing but also estimation of implied...”
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  11. 11
    Study to The Fractional Black-Scholes Equation
    by Tzu-En Hung, 洪子恩
    Published 2008
    “... trying hard. In 1973, Fischer Black and Myron Scholes advanced Black-Scholes Options Pricing Model...”
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  12. 12
    An Empirical Study of the Foreign Currency Options Pricing Model by Using Artificial Neural Networks
    by Chen, Peter, 陳怡和
    Published 1997
    “... prices. Until 1973, Fisher Black and Myron Scholes derive the Black-Scholes pricing models...”
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  13. 13
    Curvature arbitrage
    by Choi, Yang Ho
    Published 2007
    “.... It was developed in 1973 by Fisher Black, Robert Merton and Myron Scholes and is still widely used today...”
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  14. 14
    Comparison of option pricing estimating：Empirical evidence from TAIEX options
    by 吳智偉
    Published 2010
    “...碩士 === 明新科技大學 === 企業管理研究所 === 98 === In the early 1970s, Fischer Black, Myron Scholes, and Robert...”
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  15. 15
    The Call Warrants Evaluation Performance by Using Neural Network
    by LEE HUI JU, 李惠如
    Published 2003
    “... derived from Fischer Black and Myron Scholes. The B-S options pricing formulas not only becomes...”
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  16. 16
    A Study on Black-Scholes Model and Implied Volatility
    by Liao Hung-sheng, 廖宏盛
    Published 2005
    “... through reviewing Fisher Black and Myron Scholes’ theory and then to describe the model in detail. Second...”
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  17. 17
    The Pricing and Analysis of Structured Products:a principal guaranteed equity-linked note and a premium guaranteed currency-linked note
    by LO, SHIH-FA, 羅詩發
    Published 2010
    “... by Fish Black and Myron Scholes in 1973. By using risk-neutral Pricing method, obtain a close-form...”
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  18. 18
    The empirical study of the warrant picing model of Taiwan stock market--the application of ANN-GARCH
    by Po Sheng Kuo, 郭伯聖
    Published 2002
    “... derived from Fischer Black and Myron Scholes. The B-S option pricing formula not only becomes the pricing...”
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  19. 19
    The Impact of Liquidity Risk in Option Pricing Theory with a Supply Curve
    by Harr, Martin
    Published 2010
    “...Fisher Black and Myron Scholes (Black and Scholes, 1973) presented in 1973 a valuation model...”
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  20. 20
    計算智慧在選擇權定價上的發展－人工神經網路、遺傳規劃、遺傳演算法
    “... development of theory and the application can be traced to the pathbreaking paper by Fischer Black and Myron...”
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