Drawbacks and limitations of Black-Scholes model for options pricing
Zuzana Janková
| Year of publication: |
10 August 2018
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| Authors: | Janková, Zuzana |
| Published in: |
Journal of financial studies & research : JFSR. - Norristown, Pa. : IBIMA Publ., ISSN 2166-000X, ZDB-ID 2629653-6. - Vol. 2018.2018, p. 1-7
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| Subject: | Differential equations | financial derivatives | Black-Scholes model | GARCH | volatility | Black-Scholes-Modell | Derivat | Derivative | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5171/2018.179814 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011977593