Applications of the black-scholes model by Tay, Keenan Mun Jin

“…Options trading became really popular when the Black-Scholes model came about, a mean of pricing options fairly. …”
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Comparison: Binomial model and Black Scholes model by Amir Ahmad Dar, N. Anuradha

Subjects: “…European options| Binominal model| Black Scholes model| t-test| Tukey model…”
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BLACK-SCHOLES MODELS FOR FINANCIAL DERIVATIVE PRODUCTS by Howison, S, Dewynne, J

„BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS” by Turcan Radu Olimpiu Calin

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An empirical study of the dividend-adjusted black-scholes model by Lum, Chiew Yuen, See, Yen Nee, Tay, Soo Tuang

“…The purpose of this study is to test the significance of dividend adjustments in pricing options using the Black-Scholes Model.…”
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The Extended Black-Scholes Model with-LAGS-and “Hedging Errors” by Bellalah, Mondher

“…The Black-Scholes model is derived under the assumption that heding is done instantaneously. …”
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IS THE BLACK–SCHOLES MODEL GOOD ENOUGH FOR RETAIL INVESTORS IN CHINA? by Haoran Zhang

“… This study answers a simple question for Chinese investors, especially Chinese retail investors: Is the Black–Scholes model good enough for them to make investment decisions? …”
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Pricing of options : an empirical study using Black-Scholes model by Cheong, Eric Chin Lee, Chew, Hoe Chye, Loh, Poh Ho

“…By testing the ability of the Black-Scholes model in predicting the price of options accurately, we hope to establish it as an important tool in the options market. …”
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Pricing of local equity warrants using black-scholes model by Chng, Samantha Chiew En, Lim, Siew Eng, Tan, Maureen Wee Choo

“…This study looks into the effectiveness of the Black-Scholes Model in pricing local equity warrants. The results of the authors' study show that on average, the Black-Scholes Model tends to underprice the actual warrant prices. …”
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The Extended Black-Scholes Model with-LAGS-and “Hedging Errors†by Mondher Bellalah

“…The Black-Scholes model is derived under the assumption that heding is done instantaneously. …”
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The Adjoint Method Formulation for an Inverse Problem in the Generalized Black-Scholes Model by PIERRE NGNEPIEBA

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A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities by Seda Gulen, Catalin Popescu, Murat Sari

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A review on Black-Scholes model in pricing warrants in Bursa Malaysia by Indra Gunawan, Nur Izzaty Ilmiah, Ibrahim, Siti Nur Iqmal, Abdul Rahim, Norhuda

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Valuation of deposit insurance Black–Scholes model using Banach contraction principle by Sunday O. Edeki, Sunday E. Fadugba, Chaudry Masood Khalique

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Numerical Valuation of European and American Options under Fractional Black-Scholes Model by Pei Yang, Zuoliang Xu

Subjects: “…time fractional Black-Scholes model…”
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An Empirical Investigation of the Black-Scholes Model: Evidence from the Australian Stock Exchange by Zaffar Subedar, Dionigi Gerace, Scott McKenzie

Subjects: “…Black-Scholes model…”
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Estimation of certain parameters of Black-Scholes model in analysing effectiveness of development investments by Meszek Wiesław, Dziadosz Agnieszka

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OPTIONS EVALUATION - BLACK-SCHOLES MODEL VS. BINOMIAL OPTIONS PRICING MODEL by Ioan TRENCA, Maria-Miruna POCHEA, Angela-Maria FILIP

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Effectiveness of the black-scholes model on pricing Nikkei 225 index futures options. by Cheong, Lay Yen., Seah, Tracy Gek Li., Soon, Suat Yen.

“…This study aims to evaluate the effectiveness of the Black-Scholes model in pricing both call and put options on the Nikkei 225 Index futures. …”
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Pricing of Singapore corporate warrants: An empirical analysis using the black-scholes model by Tan, Mui Ling, Mah, Su Ping, Ng, Seow Chen

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