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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes Model"
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes Model
Black-Scholes model
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Option pricing theory
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36
Volatility
20
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Stochastic process
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Jagannathan, Raj
2
Andallah, Laek Sazzad
1
Anwar, Md. Nurul
1
Fadugba, Sunday Emmanuel
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Nwozo, Chuma Raphael
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Asia-Pacific financial markets
Finance research letters
Journal of mathematical finance
Iranian economic review : journal of University of Tehran
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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
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2
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
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3
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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4
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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