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 Bjerksund-Stensland model is a key method for pricing American options. It helps investors determine optimal times for exercising options with dividends considered.

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 ...

Delta is a measure related to options that traders can use to predict option price movements based on the change in the underlying asset. It can also be used to assess the probability that a given ...