Option Pricing Models: From Black-Scholes-Merton to Present.
AK Karagozoglu - Journal of Derivatives, 2022 - search.ebscohost.com
Its intuitiveness and the simplicity of its calculations make the seminal Black-Scholes-Merton
option pricing model the most commonly known and used among all asset pricing models …
option pricing model the most commonly known and used among all asset pricing models …
[PDF][PDF] Pricing American Options on Non-Tradable Assets with Stochastic Volatility: an Incomplete Market Framework
A Tavakkolnia - researchgate.net
American options have been traded in financial markets for many years. However, there is
still no exact solution for option pricing problem, considering real-world conditions. In this …
still no exact solution for option pricing problem, considering real-world conditions. In this …
Análise de Meta-Heurísticas para o Problema de Parada Ótima: Uma Aplicação em Finanças
IMS Leite, LG da Fonseca - Mecánica Computacional, 2019 - venus.ceride.gov.ar
Este trabalho analisa a eficiência dos principais meta-algoritmos de otimização para o
problema de parada ótima de uma opção financeira. Os experimentos repetiram os …
problema de parada ótima de uma opção financeira. Os experimentos repetiram os …