Option pricing and stochastic control methods constitute a vital intersection of quantitative finance and applied mathematics, offering robust frameworks for evaluating derivative securities and ...

The valuation of financial derivatives continues to evolve, with option pricing models remaining a cornerstone of modern quantitative finance. Traditional frameworks, such as the Black–Scholes model, ...

Option pricing is calculated using the Black-Scholes model, which takes four influential factors into account: the price of an underlying stock (assuming constant drift and volatility), an option’s ...

Wholesalers create differential option pricing by not only systematically varying execution methods, but also the pricing within each method, according to a new research paper. The paper titled “Some ...

It shows the fuzzy price interval of bond prices with climate risks, which corresponds to the membership function u and the price interval. It can be seen that due to the existence of fuzzy ...