Options Pricing by Monte Carlo Simulation, Binomial Tree and BMS Model: a comparative study
Investment behaviour, techniques and choices have evolved in the options markets since the launch of options trading in 1973. Today, we are entering the field of Big Data and the explosion of information, which has become the main feature of science, impacts investors' decisions and their tradi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Warsaw
2019-01-01
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| Series: | Journal of Banking and Financial Economics |
| Subjects: | |
| Online Access: | https://jbfe.wz.uw.edu.pl/resources/html/article/details?id=204881 |