Bendob, Ali; Bentouir, Naima - In: Journal of banking and financial economics 1 (2019) 11, pp. 79-95
Binomial model, and the benchmark model; the Black-Scholes model, when we ignore/take on account the Moneyness categories and … method is outperforming when the volatility is lower, while the Black-Sholes model and the Binomial model are outperforming …