Option pricing under Black–Scholes, Boness and Binomial tree models- evidence from the gold coin option contracts in Iran mercantile exchange Mahdie Amiri
The purpose of this research is the pricing of gold coin option contracts in Iran mercantile exchange. The price of gold coin option contracts has been estimated by the Black–Scholes,Boness and Binomial tree models.For this purpose, the theoretical prices Have been compared whith the Black- Scholes...
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| Format: | Article |
| Language: | fas |
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Securities Exchange
2020-08-01
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| Series: | فصلنامه بورس اوراق بهادار |
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| Online Access: | https://journal.seo.ir/article_11182_0f33d72a78b6a8e244eb599910b1f92e.pdf |