Comparative Meta-Analysis of Arbitrage Opportunities in Option Pricing Models: Evidence from Black-Scholes, Heston, and Binomial Models

The purpose of this study is to empirically investigate arbitrage based on option pricing models, which uses three pricing methods, including Black-Scholes, Heston, and binomial. This study is an applied analysis with a meta-analysis method in nature. By reviewing 206 published articles and screenin...

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Autors principals:	Maedeh Alsadat Mahmoudian, Abdolmajid Abdolbaghi Ataabadi, Saed Aghasi
Format:	Artigo
Idioma:	Persa
Publicat:	University of Isfahan 2025-05-01
Col·lecció:	Pizhūhish/hā-yi ḥisābdārī-i mālī
Matèries:	black-scholes option pricing error heston option pricing error binomial option pricing error
Accés en línia:	https://far.ui.ac.ir/article_29911_0af387a1493c6eb943662ad0c4ca70c6.pdf
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