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...
Na minha lista:
| Principais autores: | , , |
|---|---|
| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
MDPI AG
2022-04-01
|
| 叢編: | Mathematics |
| 主題: | |
| 在線閱讀: | https://www.mdpi.com/2227-7390/10/9/1492 |
| 標簽: |
沒有標簽, 成為第一個標記此記錄!
|