Add to ORKGIn this paper will be considered the simple continuous time model of Black-Scholes. The Black-Scholes formula for valuation of the European Call Option will be shown. It will be given a review of the background of this model and also the basic concepts of stochastic or Ito calculus that are necessary to explore the model
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schole...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schol...
W niniejszej pracy zdefiniowane zostało pojęcie opcji, procesu stochastycznego, procesu Wienera oraz...
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
This paper aims to derive the Black-Scholes equation for readers without advanced knowledge in finan...
This paper examines the pelformance of the Black & Scholes (1973) model for pricing of European styl...
This paper is an introduction and survey of Black-Scholes Model as a complete model for Option Valua...
In this work, we present some numerical solutions to the famous Black-Scholes equation. Although a c...
Investment is a saving activity with the aim of overcoming price increases or often called inflation...
In this paper, we present and prove the validity of an extension of the original Black-Scholes optio...
Quienes negocian opciones en el mercado bursátil conocen los riesgos a los que están expuestos, de a...
In this paper, a modified Black-Scholes (B-S) model is proposed, based on a revised assumption that ...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schole...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schol...
W niniejszej pracy zdefiniowane zostało pojęcie opcji, procesu stochastycznego, procesu Wienera oraz...
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
This paper aims to derive the Black-Scholes equation for readers without advanced knowledge in finan...
This paper examines the pelformance of the Black & Scholes (1973) model for pricing of European styl...
This paper is an introduction and survey of Black-Scholes Model as a complete model for Option Valua...
In this work, we present some numerical solutions to the famous Black-Scholes equation. Although a c...
Investment is a saving activity with the aim of overcoming price increases or often called inflation...
In this paper, we present and prove the validity of an extension of the original Black-Scholes optio...
Quienes negocian opciones en el mercado bursátil conocen los riesgos a los que están expuestos, de a...
In this paper, a modified Black-Scholes (B-S) model is proposed, based on a revised assumption that ...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...