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
Investment is a saving activity with the aim of overcoming price increases or often called inflation...
In this work, we present some numerical solutions to the famous Black-Scholes equation. Although a c...
W niniejszej pracy zdefiniowane zostało pojęcie opcji, procesu stochastycznego, procesu Wienera oraz...
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-Schole...
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
In this paper, we present and prove the validity of an extension of the original Black-Scholes optio...
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...
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...
>Magister Scientiae - MScThis paper focuses on the newly revived interest to model free approach in ...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
This paper aims to derive the Black-Scholes equation for readers without advanced knowledge in finan...
In this paper, a modified Black-Scholes (B-S) model is proposed, based on a revised assumption that ...
Investment is a saving activity with the aim of overcoming price increases or often called inflation...
In this work, we present some numerical solutions to the famous Black-Scholes equation. Although a c...
W niniejszej pracy zdefiniowane zostało pojęcie opcji, procesu stochastycznego, procesu Wienera oraz...
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-Schole...
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
In this paper, we present and prove the validity of an extension of the original Black-Scholes optio...
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...
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...
>Magister Scientiae - MScThis paper focuses on the newly revived interest to model free approach in ...
Title: Black-Scholes Models of Option Pricing Author: Martin Cekal Department: Department of Probabi...
This paper aims to derive the Black-Scholes equation for readers without advanced knowledge in finan...
In this paper, a modified Black-Scholes (B-S) model is proposed, based on a revised assumption that ...
Investment is a saving activity with the aim of overcoming price increases or often called inflation...
In this work, we present some numerical solutions to the famous Black-Scholes equation. Although a c...
W niniejszej pracy zdefiniowane zostało pojęcie opcji, procesu stochastycznego, procesu Wienera oraz...