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Alternating direction implicit finite element method for multi-dimensional black-scholes models twodimensional Black-Scholes option pricing model. This model is represented by Dirichlet initial-boundary value
Error Estimates for Backward Euler Finite Element Approximations of American Call Option Valuation that the coefficients of the differential operator are piecewise α-Holder-continuous with respect to time variable
Sharp error estimate for implicit finite element scheme for American put option/4) in the energy norm of the corresponding differential operator.
On Value-at-Risk and Expected Shortfall of Financial Asset with Stochastic Pricing-known lognormal Black-Scholes model, shifted lognormal model, Bachelier and Cox-Ross normal models and a new
On Implied Volatility Surface Construction for Stochastic Investment Models by a stochastic model, different from Black-Scholes constant volatility model. Implied volatility of a
Real Options in Management of Modern Corporation: Perspectives of Usage and the Problem of Valuation, the Black-Scholes Model and the Monte Carlo Method. In the given article the following is
presented
SPECIFIC FEATURES OF USING THE REAL OPTIONS METHOD IN INVESTMENT PROJECTSBlack - Scholes formula
ON VALUE-AT-RISK AND EXPECTED SHORTFALL MARKET RISK INDICATORS FOR FINANCIAL ASSET WITH STOCHASTIC PRICING to satisfy the lognormal Black-Scholes model. We derive explicit analytic formulae for loss distribution
Расчет азиатских опционов для модели Блэка-ШоулсаCalculation of Asian options for the Black-Scholes model
Investigation of the hydrocarbon potential in the black sea region: First resultsIn the recent decade, all Black Sea countries focused much attention on investigations
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