Add to ORKGThe aim of the paper was to present two the most important valuation models of American call option. In the scientific literature such models are well known, but the way the final formulas of them are conducted are not clearly presented. The detailed analysis of relationship between variables included in the model was also shown. The added value of the paper is the “step-by-step” analytical calculation of the premium value of the Black & Scholes formula and also the way the “Greek numbers” were derived. The paper consists of four chapters in which two models of options valuation and the way of calculation of “Greek numbers” were derived
This paper is a survey on American option pricing theory. The first chapter is an introduction to Am...
ABSTRACT This dissertation analyses, compares and explores the implied volatility of the tradition...
The object of this study was to investigate some implications of the tenets of behavioral finance on...
Abstract After an overview of important developments of option pricing theory, this article describe...
Stock Options are financial instruments whose values depend upon future price movements of the under...
Bibliography: leaves 52-54.Option Pricing Theory (OPT), along with the Capital Asset Pricing Model, ...
The validity of the classic Black-Scholes option pricing formula dcpcnds on the capability of invest...
This paper presents a theory for pricing options on options, or compound options. The method can be ...
M.Comm.Chapter 2 discussed the basic principles underlying of the two major option pricing formulae....
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
Since Black and Scholes [1] published their path-breaking paper, option pricing theory has received ...
The mathematical model for computing the value of European options has been discovered and known as ...
The long history of the theory of option pricing began in 1900 when the French mathematician Louis B...
summary:This paper discusses option valuation logic and four selected methods for the valuation of r...
M.Sc.The innovative work of Black and Scholes [1, 2] extended the mathematical understanding of the ...
This paper is a survey on American option pricing theory. The first chapter is an introduction to Am...
ABSTRACT This dissertation analyses, compares and explores the implied volatility of the tradition...
The object of this study was to investigate some implications of the tenets of behavioral finance on...
Abstract After an overview of important developments of option pricing theory, this article describe...
Stock Options are financial instruments whose values depend upon future price movements of the under...
Bibliography: leaves 52-54.Option Pricing Theory (OPT), along with the Capital Asset Pricing Model, ...
The validity of the classic Black-Scholes option pricing formula dcpcnds on the capability of invest...
This paper presents a theory for pricing options on options, or compound options. The method can be ...
M.Comm.Chapter 2 discussed the basic principles underlying of the two major option pricing formulae....
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer...
Since Black and Scholes [1] published their path-breaking paper, option pricing theory has received ...
The mathematical model for computing the value of European options has been discovered and known as ...
The long history of the theory of option pricing began in 1900 when the French mathematician Louis B...
summary:This paper discusses option valuation logic and four selected methods for the valuation of r...
M.Sc.The innovative work of Black and Scholes [1, 2] extended the mathematical understanding of the ...
This paper is a survey on American option pricing theory. The first chapter is an introduction to Am...
ABSTRACT This dissertation analyses, compares and explores the implied volatility of the tradition...
The object of this study was to investigate some implications of the tenets of behavioral finance on...