Results 261 to 270 of about 31,331 (287)

Option pricing

2007
Διπλωματική εργασία - Οικονομικό Πανεπιστήμιο Αθηνών.
openaire   +1 more source

Option Pricing

2022
W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani   +3 more
  +4 more sources

Option pricing

This thesis focuses on improving option pricing by addressing the weaknesses of the Black-Scholes model, which assumes constant volatility and a specific return distribution. The main goal is to explore two alternative methods using scenario trees, which model possible future asset prices in a flexible and realistic way.
openaire   +1 more source

Two-State Option Pricing

The Journal of Finance, 1979
Rendleman, Richard J, Jr, Bartter, Brit J   +1 more
openaire   +1 more source

OPTION PRICING BOUNDS AND THE PRICING OF BOND OPTIONS

Journal of Business Finance & Accounting, 1996
Astrup Jensen, Bjarne, Aase Nielsen, Jørgen   +1 more
openaire   +2 more sources

Option Pricing Nikolaos Halidias Option Pricing

2023
openaire   +1 more source

Options pricing

This thesis provides a comprehensive overview of the theoretical foundations of option contracts and examines classical pricing methods, with a particular focus on the Black & Scholes valuation formula. As a core member of the derivatives family, options are quite complex and advanced financial instruments that are widely utilized in various ...
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Options Pricing

2021
openaire   +1 more source

Option Pricing.

The Journal of Finance, 1984
George C. Philippatos, Robert A. Jarrow, Andrew Rudd   +2 more
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Option pricing

2003
Brian A. Eales, Moorad Choudhry
openaire   +1 more source