Results 121 to 130 of about 59,096 (226)

Precificação de Opções com Volatilidade Estocástica

Option pricing with stochastic volatility

Precificación de Opciones con Volatilidad Estocástica

open access: yesRevista Brasileira de Gestão De Negócios, 2004
RESUMOEntre as suposições subjacentes do modelo Black-Scholes-Merton, as maiores polarizações empíricas são causadas por aquelas com uma volatilidade fixa do recurso subjacente.
MARTIN, Diógenes Manoel Leiva
doaj  

Aplikasi Algoritma Biseksi dan Newton-Raphson dalam Menaksir Nilai Volatilitas Implied

open access: yesJurnal Matematika, 2012
Volatilitas adalah suatu besaran yang mengukuran seberapa jauh suatu harga saham bergerak dalam suatu periode tertentu dapat juga diartikan sebagai persentase simpangan baku dari perubahan harga harian suatu saham.
Komang Dharmawan, I Nyoman Widana
doaj  

Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market [PDF]

open access: yes
This paper investigates the pricing bias in the Swedish OMX-Index Option market and how a stochastic volatility affects European call option prices. The market is purely European and without dividends for the period studied. A CIR square-root process for
Byström , Hans
core  

Study of Black-Scholes Model and its Applications

open access: diamond, 2012
Akanksha S. Shinde, Kalyanrao Takale
openalex   +1 more source

RABEM: risk-adaptive Bayesian ensemble model for fraud detection. [PDF]

open access: yesSci Rep
Almarshad FA   +3 more
europepmc   +1 more source

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