The purpose of this paper is to measure the intrinsic characteristics of the Indian capital
market through the long and short strangle options strategies. The study uses the …

The severe political turmoil provoked by an allegedly mispriced private bond issue in
Greece added to the controversial matter of whether prices of structured bonds sold to …

In an uncertain volatility model where only the stock and the money market account are
traded, the upper price bound of a European claim is given by the solution of a Black …

The presence of options in a portfolio fundamentally alters the portfolio's risk and return
profiles when compared with an all-equity portfolio. In this paper, we advocate modeling a …

The purpose of this thesis initially was to assess the methods used by Lebanese agents to
build portfolios involving options and other financial instruments. However, the researcher …

The development of an e¤ ective mechanism for pricing options has inspired a large volume
of academic research and has ultimately changed the landscape of the nancial markets …