Stock Option Pricing by Augmented Monte-Carlo Simulation models
Studying stock options is still a pristine area of research in the Iranian capital market. This is due to the lack of data as well as the complexity of valuation methodologies. In the present paper, using the Monte-Carlo simulation, we have estimated the value of stock options traded on Tehran Stock...
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| Format: | Article |
| Language: | English |
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Islamic Azad University of Arak
2021-10-01
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| Series: | Advances in Mathematical Finance and Applications |
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| Online Access: | https://amfa.arak.iau.ir/article_670650_8e5f0ec4d2103c4b083733bee9ae3a59.pdf |