A semidiscretization scheme for european option pricing based on the black scholes model
The development of derivative instruments in modern financial markets has created a growing need for option pricing methods that are both accurate and easy to implement. This study aims to calculate the price of European call options using the Black-Scholes model through a semidiscretization numeric...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Universitas Islam Negeri Raden Intan Lampung
2025-12-01
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| Serie: | Desimal |
| Soggetti: | |
| Accesso online: | https://ejournal.radenintan.ac.id/index.php/desimal/article/view/29273 |
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