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This paper analyses whether realized generalized autoregressive conditional heteroscedasticity （GARC...
Abstract This article provides an overview of market-based option pricing and its applications. Firs...
This project investigates the underlying properties of the Black-Scholes option pricing model and un...
Option pricing models are the main subject of many research papers prepared both in academia and fin...
Derivatives have a large and significant role on the financial markets today and the popularity of o...
January 2013This article examines option pricing performance using realized volatilities with or wit...
This study aims to evaluate the effectiveness of the Black-Scholes model in pricing both call and pu...
Countless option pricing models have been developed to estimate the behavior of stock markets. By in...
On March 15, 2022, the volume of trade of the Shanghai Stock Exchange (SSE) 50 ETF option contracts ...
In this paper, we test the three-parameter symmetric variance gamma (SVG) option pricing model and t...
The dissertation seeks to have an exploration into the most commonly used option pricing models. As ...
A set of stock option pricing models are im-plemented on the Connection Machine-2 and the DECmpp-120...
ABSTRACT This dissertation analyses, compares and explores the implied volatility of the tradition...
The purpose of this thesis is to compare the pricing power of two different option pricing models on...
The well-known Black Scholes model has been improved, tested by the academicians since it has seen t...
This paper analyses whether realized generalized autoregressive conditional heteroscedasticity （GARC...
Abstract This article provides an overview of market-based option pricing and its applications. Firs...
This project investigates the underlying properties of the Black-Scholes option pricing model and un...
Option pricing models are the main subject of many research papers prepared both in academia and fin...
Derivatives have a large and significant role on the financial markets today and the popularity of o...
January 2013This article examines option pricing performance using realized volatilities with or wit...
This study aims to evaluate the effectiveness of the Black-Scholes model in pricing both call and pu...
Countless option pricing models have been developed to estimate the behavior of stock markets. By in...
On March 15, 2022, the volume of trade of the Shanghai Stock Exchange (SSE) 50 ETF option contracts ...
In this paper, we test the three-parameter symmetric variance gamma (SVG) option pricing model and t...
The dissertation seeks to have an exploration into the most commonly used option pricing models. As ...
A set of stock option pricing models are im-plemented on the Connection Machine-2 and the DECmpp-120...
ABSTRACT This dissertation analyses, compares and explores the implied volatility of the tradition...
The purpose of this thesis is to compare the pricing power of two different option pricing models on...
The well-known Black Scholes model has been improved, tested by the academicians since it has seen t...
This paper analyses whether realized generalized autoregressive conditional heteroscedasticity （GARC...
Abstract This article provides an overview of market-based option pricing and its applications. Firs...
This project investigates the underlying properties of the Black-Scholes option pricing model and un...