Narrow search
Showing 41 - 50 of 86,904
Cover Image
A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha; Shastri, Manjula - In: International journal of governance and financial … 1 (2018) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
Cover Image
Models of option pricing
Shao, Jia; Joseph, Nathan Lael; El-Masry, Ahmed A. - 2024
Persistent link: https://www.econbiz.de/10015045544
Cover Image
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
Cover Image
Option pricing with a dynamic fat-tailed model
Aboura, Sofiane; Valeyre, Sebastien; Wagner, Niklas F. - In: Journal of derivatives & hedge funds 20 (2014) 3, pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
Cover Image
On the Implied Volatility Skew Outside the At-the-Money Point
Azzone, Michele; Torricelli, Lorenzo - 2023
The small-maturity implied volatility of an asset pricing model is fully determined by the asymptotics of traded option … a general formula for the leading order of the in-the-money and out-of the money implied volatility skew. We apply this …
Persistent link: https://www.econbiz.de/10014354557
Cover Image
Recent developments and applicability of the Black and Scholes model in option pricing : a literature review
Bajaj, Parminder; Kaur, Jasmeet - In: Mudra : journal of finance and accounting 7 (2020) 2, pp. 158-183
Persistent link: https://www.econbiz.de/10012502825
Cover Image
Private valuation of compensation stock options
Cueto, Diego C. - In: Economía coyuntural : revista de temas de conyunctura … 2 (2017) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10012023014
Cover Image
Construction and interpretation of model-free implied volatility
Andersen, Torben; Bondarenko, Oleg - 2007
Persistent link: https://www.econbiz.de/10003556632
Cover Image
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam; Vipul - In: Managerial finance 41 (2015) 8, pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Cover Image
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265