Add to ORKGThe Black-Scholes (1973) option pricing model provides the foundation for the modern theory of options valuation. In actual applications, how-ever, the model has certain well-known deficiencies. For example, when calibrated to accurately price at-the-money options the Black-Schole
The Black-Scholes(-Merton) model of options pricing establishes a theoretical relationship between t...
Black-Scholes is a pricing model applied as the reference in the derivation of fair price—or the the...
Options are tradable financial instruments that give holders the right, but not the obligation, to b...
The Black-Scholes ( 1973) option pricing model is a universal standard among option valuation models...
The Black-Scholes model has been served as the most fundamental model in option pricing for over fou...
Since Black and Scholes [1] published their path-breaking paper, option pricing theory has received ...
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
Bibliography: leaves 52-54.Option Pricing Theory (OPT), along with the Capital Asset Pricing Model, ...
Options provide investors with yet another means to manage their financial risks. Although the conce...
The Black Scholes model has not been tested in Australia for about 10 years implying tests previousl...
Black and Scholes developed the first Option Pricing Model based on observable variables. This model...
This paper examines the pelformance of the Black & Scholes (1973) model for pricing of European styl...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
Purpose: The purpose of this study is to empirically test the accuracy of the Black and Scholes mod...
The mathematical model for computing the value of European options has been discovered and known as ...
The Black-Scholes(-Merton) model of options pricing establishes a theoretical relationship between t...
Black-Scholes is a pricing model applied as the reference in the derivation of fair price—or the the...
Options are tradable financial instruments that give holders the right, but not the obligation, to b...
The Black-Scholes ( 1973) option pricing model is a universal standard among option valuation models...
The Black-Scholes model has been served as the most fundamental model in option pricing for over fou...
Since Black and Scholes [1] published their path-breaking paper, option pricing theory has received ...
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
Bibliography: leaves 52-54.Option Pricing Theory (OPT), along with the Capital Asset Pricing Model, ...
Options provide investors with yet another means to manage their financial risks. Although the conce...
The Black Scholes model has not been tested in Australia for about 10 years implying tests previousl...
Black and Scholes developed the first Option Pricing Model based on observable variables. This model...
This paper examines the pelformance of the Black & Scholes (1973) model for pricing of European styl...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
Purpose: The purpose of this study is to empirically test the accuracy of the Black and Scholes mod...
The mathematical model for computing the value of European options has been discovered and known as ...
The Black-Scholes(-Merton) model of options pricing establishes a theoretical relationship between t...
Black-Scholes is a pricing model applied as the reference in the derivation of fair price—or the the...
Options are tradable financial instruments that give holders the right, but not the obligation, to b...