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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| Автори: | , , |
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| Формат: | Artigo |
| Мова: | Persa |
| Опубліковано: |
University of Isfahan
2025-05-01
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| Серія: | Pizhūhish/hā-yi ḥisābdārī-i mālī |
| Предмети: | |
| Онлайн доступ: | https://far.ui.ac.ir/article_29911_0af387a1493c6eb943662ad0c4ca70c6.pdf |
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