A Modified Black-Scholes-Merton Model for Option Pricing
Financial derivatives have grown in importance over the last 40 years with futures and options being actively traded on a daily basis throughout the world. The need to accurately price such financial instruments has, thus, also increased, which has given rise to several mathematical models among whi...
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| Egile Nagusiak: | , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
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MDPI AG
2022-04-01
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| Saila: | Mathematics |
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| Sarrera elektronikoa: | https://www.mdpi.com/2227-7390/10/9/1492 |
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