Kalovwe, Sebastian Kaweto; Mwaniki, Joseph Ivivi; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-19
the Black-Scholes model in order to establish the model with better results in terms of predicting the European call … are more or less similar across the market indices; however, the results of the Black-Scholes model are a bit closer to … the market prices than that of the regime-switching model across the two markets. Therefore, the Black-Scholes model …