Option pricing on sesame price using jump diffusion models
In this paper, we aim at developing a model for option pricing to reduce the risks associated with Ethiopian sesame price fluctuations. The White Humera Gondar Sesame Grade 3 (WHGS3) price, which is recorded from 5 November 2010 to 30 March 2018 at Ethiopia Commodity Exchange (ECX) market, is used t...
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| Hlavní autoři: | , , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Ayandegan Institute of Higher Education,
2020-03-01
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| Edice: | International Journal of Research in Industrial Engineering |
| Témata: | |
| On-line přístup: | https://www.riejournal.com/article_105448_cdb3e6352aeabdf607267144010a1271.pdf |
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