Drawbacks and limitations of Black-Scholes model for options pricing
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 |
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