These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

116 related articles for article (PubMed ID: 33265158)

  • 1. Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics.
    Zhao P; Zhou B; Wang J
    Entropy (Basel); 2018 Jan; 20(1):. PubMed ID: 33265158
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model.
    Wang J; Zhang Y
    Entropy (Basel); 2018 Oct; 20(11):. PubMed ID: 33266552
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Option pricing formulas based on a non-Gaussian stock price model.
    Borland L
    Phys Rev Lett; 2002 Aug; 89(9):098701. PubMed ID: 12190447
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Hedging for the Regime-Switching Price Model Based on Non-Extensive Statistical Mechanics.
    Zhao P; Pan J; Zhou B; Wang J; Song Y
    Entropy (Basel); 2018 Apr; 20(4):. PubMed ID: 33265338
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Asian rainbow option pricing formulas of uncertain stock model.
    Gao R; Wu W; Liu J
    Soft comput; 2021; 25(14):8849-8873. PubMed ID: 34121922
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Entropic Dynamics of Stocks and European Options.
    Abedi M; Bartolomeo D
    Entropy (Basel); 2019 Aug; 21(8):. PubMed ID: 33267478
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing.
    Stojkoski V; Sandev T; Basnarkov L; Kocarev L; Metzler R
    Entropy (Basel); 2020 Dec; 22(12):. PubMed ID: 33353060
    [TBL] [Abstract][Full Text] [Related]  

  • 8. A Mellin Transform Approach to the Pricing of Options with Default Risk.
    Choi SY; Veng S; Kim JH; Yoon JH
    Comput Econ; 2022; 59(3):1113-1134. PubMed ID: 33935368
    [TBL] [Abstract][Full Text] [Related]  

  • 9. PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation.
    Hicks W
    Entropy (Basel); 2019 Jan; 21(2):. PubMed ID: 33266821
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Environmental Pollution Liability Insurance Pricing and the Solvency of Insurance Companies in China: Based on the Black-Scholes Model.
    Chen S; Yang J
    Int J Environ Res Public Health; 2023 Jan; 20(2):. PubMed ID: 36674382
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Artificial Neural Networks Performance in WIG20 Index Options Pricing.
    Wysocki M; Ślepaczuk R
    Entropy (Basel); 2021 Dec; 24(1):. PubMed ID: 35052061
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model.
    Zheng W; Zeng P
    Appl Math Finance; 2016 Sep; 23(5):344-373. PubMed ID: 28706460
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Commodity Asian option pricing and simulation in a 4-factor model with jump clusters.
    Brignone R; Gonzato L; Sgarra C
    Ann Oper Res; 2023 Jan; ():1-32. PubMed ID: 36643858
    [TBL] [Abstract][Full Text] [Related]  

  • 14. A numerical study of the European option by the MLPG method with moving kriging interpolation.
    Phaochoo P; Luadsong A; Aschariyaphotha N
    Springerplus; 2016; 5():305. PubMed ID: 27064892
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach.
    Kudryavtsev O
    ScientificWorldJournal; 2013; 2013():963625. PubMed ID: 24489518
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models.
    Lemmens D; Wouters M; Tempere J; Foulon S
    Phys Rev E Stat Nonlin Soft Matter Phys; 2008 Jul; 78(1 Pt 2):016101. PubMed ID: 18764014
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Relative Entropy and Minimum-Variance Pricing Kernel in Asset Pricing Model Evaluation.
    Rojo-Suárez J; Alonso-Conde AB
    Entropy (Basel); 2020 Jun; 22(7):. PubMed ID: 33286493
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Asset pricing implications of good governance.
    Lehnert T
    PLoS One; 2019; 14(4):e0214930. PubMed ID: 30951552
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications.
    Zhang Y; Kuen Kwok Y
    J Appl Stat; 2020; 47(11):1936-1956. PubMed ID: 35707569
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Pricing Interval European Option with the Principle of Maximum Entropy.
    Liu X; Zhou R; Xiong Y; Yang Y
    Entropy (Basel); 2019 Aug; 21(8):. PubMed ID: 33267501
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 6.