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The adequacy of volatility for the elaboration of technology valuation based on real options
Sung, Tae-Eung; Park, Hyun-Woo - In: Technology analysis & strategic management 31 (2019) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10012208118
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Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana - In: Journal of financial studies & research : JFSR 2018 (2018), pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
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Models of option pricing
Shao, Jia; Joseph, Nathan Lael; El-Masry, Ahmed A. - 2024
Persistent link: https://www.econbiz.de/10015045544
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An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)
Rinky; Singh, Shakti - In: International Journal of Financial Markets and … 9 (2023) 3, pp. 208-229
Persistent link: https://www.econbiz.de/10015064444
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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger; Stremme, Alexander - 1993
Persistent link: https://www.econbiz.de/10000412479
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An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan - 1994
Persistent link: https://www.econbiz.de/10000959539
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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On black-scholes implied volatility at extreme strikes
Benaim, Shalom; Friz, Peter; Lee, Roger - In: Frontiers in quantitative finance : volatility and …, (pp. 19-45). 2009
Persistent link: https://www.econbiz.de/10003787593
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Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie; Gray, Philip K. - In: Finance research letters 2 (2005) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10002685784