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: | , , |
|---|---|
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2022-04-01
|
| Serier: | Mathematics |
| Fag: | |
| Online adgang: | https://www.mdpi.com/2227-7390/10/9/1492 |
| Tags: |
Ingen Tags, Vær først til at tagge denne postø!
|