Option Pricing Model : Comparing Louis Bachelier with Black-Scholes Merton
Year of publication: |
2016
|
---|---|
Authors: | Thomson, Ian |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 30, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2782719 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A General Closed-Form Spread Option Pricing Formula
Caldana, Ruggero, (2014)
-
Theory of Rational Futures-Style Option Pricing
Oviedo, Rodolfo, (2009)
-
Niederstätter, Florian, (2014)
- More ...
-
Thomson, Ian, (2001)
-
Framing sustainable development challenges : accounting for SDG-15 in the UK
Sobkowiak, Madlen, (2020)
-
Georgakopoulos, Georgios, (2005)
- More ...