Options are historically being priced using Black Scholes option pricing model and one of the prominent features of it … is normal distribution. In this research paper I will calculate European call options using log logistic distribution … compared to normal distribution. In this research paper I have used historic data on stocks, value European call options using …

This paper studies how options trading, by circumventing constraints on borrowing, permits optimistic investors to hold …. We show that aggregate demand for the stock is what prevails when options do not exist and no constraints hold …

This paper investigates the motivations and practice of nonfinancial firms with regard to using financial options in … use of derivatives in general and options in particular by nonfinancial corporations across different underlyings and … countries. Overall, a significant number of 15%-25% of the firms outside the financial sector use financial options. This …

author illustrated a model of commodity stock market to show how options can play a role similar to that of insurance of …

Under rather general conditions Black - Scholes implied volatilities from at-the-money options appropriately quantify … expiration. The efficiency of these expectation estimates is investigated here, for options on two major short term interest rate …

client and the Islamic bank also enters into an options contract as the call option writer. If the call buyer does not … exercise the option, the options contract expires and the Islamic bank is in a position to give the house on rent again. We …

to make the valuation of options and the underlying hedging strategies during financial crisis more precise. …