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An Update on the Empirical Tests of the Black-Scholes-Merton, Modified Black-Scholes and Roll-Geske-Whaley Option Pricing Models
Language: en
Pages: 336

An Update on the Empirical Tests of the Black-Scholes-Merton, Modified Black-Scholes and Roll-Geske-Whaley Option Pricing Models

Authors: John Michael Bucci
Categories:
Type: BOOK - Published: 2006 - Publisher:

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The Relative Investment Performance of the Modified Black-Scholes and Roll-Geske-Whaley Option Pricing Models
Language: en
Pages: 242

The Relative Investment Performance of the Modified Black-Scholes and Roll-Geske-Whaley Option Pricing Models

Authors: Par Svensson
Categories: Options (Finance)
Type: BOOK - Published: 1982 - Publisher:

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Empirical Test of the Roll-Geske-Whaley Option Pricing Model
Language: en
Pages: 206

Empirical Test of the Roll-Geske-Whaley Option Pricing Model

Authors: Lawrence Frederick Hicks (III.)
Categories: Options (Finance)
Type: BOOK - Published: 1982 - Publisher:

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From Black-Scholes Model to Pricing Models of American Options
Language: en
Pages: 0

From Black-Scholes Model to Pricing Models of American Options

Authors: Yushi Pan
Categories: Computer science
Type: BOOK - Published: 2019 - Publisher:

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The mathematical model for computing the value of European options has been discovered and known as the Black-Scholes model. Later on, the model has been modifi
An Empirical Test of the Black, Scholes and Merton Option Pricing Model Against Competing Models Incorporating Various Non-constant Volatility Processes Applied to Equity Index Options
Language: en
Pages:

An Empirical Test of the Black, Scholes and Merton Option Pricing Model Against Competing Models Incorporating Various Non-constant Volatility Processes Applied to Equity Index Options

Authors: Joshua Matthew Garwood
Categories:
Type: BOOK - Published: 2007 - Publisher:

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