risk control shifts the option¡¯s volatility risk from the product provider to the end investor. The investor is presented …

products in this framework. Finally we apply our results to the study of down-and-out barrier options, show that they are not …

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 …

, domestic institutional investors prefer futures, domestic individual investors prefer options, and foreign investors prefer …

category, starting with the simplest and building up to the most complex ¡ª namely, Forwards, Futures, Options and Swaps in …

value of the exercise price. Extension of the second formula's approach to third options value derives the third formula. A …

, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … stock futures, the non-uniform pricing effect of employee stock options using quantile regression, nonlinear dynamics and …