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Options valuation analysis of the shares of Ecopetrol and Pacific Exploration between June 2013 and June 2016
In this paper, we analyze the environment and the dynamics of the Black-Scholes model starting from a stochastic differential equation that explains the evolution of the future prices of an asset. With these defined guidelines, the data obtained by the daily closing prices between June 2013 and...
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| 出版年: | Sistemas & Telemática |
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| 主要な著者: | , |
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Universidad ICESI
2017
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| 主題: | |
| オンライン･アクセス: | https://www.redalyc.org/articulo.oa?id=411550688003 |
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