SPECIAL ISSUE NO. 104. Advances in Water Resources, Coastal Management, and Marine Science Technology (FALL 2020), pp. 633-636 (4 pages) Published By: Coastal Education & Research Foundation, Inc.

Fuzzy set theory has emerged as a powerful tool to address the inherent imprecisions and uncertainties in financial modelling, notably in option pricing. By incorporating fuzziness into conventional ...

Our method for call options is summarised in the following algorithm: (1) We device the time interval into the grid 0≡t_0<t_1<...<t_n≡T and let D_0,D_1...,D_n be some values for the underlying asset ...

This paper describes the application of a convergence acceleration technique to the binomial option pricing model. The resulting model, termed the accelerated binomial option pricing model, also can ...

Low-income economies face negative shocks whose frequency and disproportionate impact overcome growth trajectories, producing a negative drift. COVID-19 was the latest such episode. To escape this ...

Foreign exchange (FX) markets are among the most volatile of all financial markets. Adam Iqbal will talk about the drivers of currency volatility and what investors and traders need to understand ...

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 ...