Showing 1 - 20 results of 53 for search '"Black–Scholes options pricing model"', query time: 0.28s Refine Results
  1. 1
    Application of black-scholes option pricing model in financial investment /

    Application of black-scholes option pricing model in financial investment / by 499190 Kho, Chia Chen, Arifah Bahar, Fakulti Sains

    Published 2011
  2. 2
    Stock options in Singapore : the Black & Scholes option pricing model

    Stock options in Singapore : the Black & Scholes option pricing model by Ang, Kwee Song, Foo, Sze Peng, Wong, Wendy Woon Teng

    Published 2014
    “…In conclusion, our test results shows that the Black-Scholes Option Pricing Model generally tends to overprice stock options. …”
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    Final Year Project (FYP)
  3. 3
    Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model

    Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model by Michael J. Stutzer

    Published 2000-04-01
    “…Abstract: A straightforward derivation of the celebrated Black-Scholes Option Pricing model is obtained by solution of a simple constrained minimization of relative entropy. …”
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    Article
  4. 4
    Dynamic Calibration Based on the Black-Scholes Option Pricing Model by Bayesian Method

    Dynamic Calibration Based on the Black-Scholes Option Pricing Model by Bayesian Method by Norris M. Mulenga, Yu Fu

    Published 2024-01-01
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    Article
  5. 5
    Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method

    Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method by Lina Song, Weiguo Wang

    Published 2013-01-01
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    Article
  6. 6
    Penerapan Black-Scholes Option Pricing Model untuk penilaian opsi call

    Penerapan Black-Scholes Option Pricing Model untuk penilaian opsi call by , ABIDHARTA WH., Aji M, , Dr. Abdul Halim, MBA

    Published 2003
    Thesis
  7. 7
    Penerapan black-scholes options pricing model untuk penilaian opsi call

    Penerapan black-scholes options pricing model untuk penilaian opsi call by , Aji Muhammad Abidharta Wardana Hakim

    Published 2003
    Article
  8. 8
    Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration

    Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration by Yi Feng, Clarence C. Y. Kwan

    Published 2012-01-01
    “…The Black-Scholes option pricing model is part of the modern financial curriculum, even at the introductory level. …”
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    Article
  9. 9
    Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration

    Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration by Yi Feng, Clarence C. Y. Kwan

    Published 2012-07-01
    “…The Black-Scholes option pricing model is part of the modern financial curriculum, even at the introductory level. …”
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    Article
  10. 10
    A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model

    A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model by P. Sozhaeswari, R. Sowrirajan, K. Loganathan, Sonam Gyeltshen

    Published 2022-01-01
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    Article
  11. 11
    Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.

    Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options. by Goh, Wee Liam., Teng, Albert Ann Boon.

    Published 2009
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    Thesis
  12. 12
    Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India

    Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India by Matloob Ullah Khan, Ambrish Gupta, Sadaf Siraj

    Published 2012-12-01
    “…Keywords: Black-Scholes Option Pricing Model; Empirical testing; Suggested modification JEL Classifications: C30; G13; G17 …”
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    Article
  13. 13
    Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India

    Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India by Matloob Ullah Khan, Ambrish Gupta, Sadaf Siraj

    Published 2013-03-01
    Subjects: “…black-scholes option pricing model…”
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    Article
  14. 14
    EMPIRICAL TESTING OF MODIFIED BLACK-SCHOLES OPTION PRICING MODEL FORMULA ON NSE DERIVATIVE MARKET IN INDIA

    EMPIRICAL TESTING OF MODIFIED BLACK-SCHOLES OPTION PRICING MODEL FORMULA ON NSE DERIVATIVE MARKET IN INDIA by Ambrish Gupta, Matloob Ullah Khan, Sadaf Siraj

    Published 2013-01-01
    Subjects: “…Black-Scholes Option Pricing Model…”
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    Article
  15. 15
    Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India

    Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India by Matloob Ullah Khan, Ambrish Gupta, Sadaf Siraj

    Published 2012-12-01
    “…Keywords: Black-Scholes Option Pricing Model; Empirical testing; Suggested modification JEL Classifications: C30; G13; G17 …”
    Get full text
    Article
  16. 16
    Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India

    Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India by Matloob Ullah Khan, Ambrish Gupta, Sadaf Siraj

    Published 2012-12-01
    “…Keywords: Black-Scholes Option Pricing Model; Empirical testing; Suggested modification JEL Classifications: C30; G13; G17 …”
    Get full text
    Article
  17. 17
    The pricing efficiency of Malaysian equity warrants: studies using black scholes option pricing model (BSOPM)

    The pricing efficiency of Malaysian equity warrants: studies using black scholes option pricing model (BSOPM) by Haron, Razali

    Published 2006
    “…The model for pricing of warrants in this study will be primarily based on the Black-Scholes Option Pricing Model (BSOPM). The theoretical price derived using the BSOPM will then be adjusted to incorporate the dilution effect. …”
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    Proceeding Paper
  18. 18
    Penerapan teori Black-Scholes Option Pricing Model pada Waran :: Studi empiris di BEJ

    Penerapan teori Black-Scholes Option Pricing Model pada Waran :: Studi empiris di BEJ by , TRIANDINI, Melissa, , Prof.Dr. Eduardus Tandelilin, MBA

    Published 2006
    Thesis
  19. 19
    Analisis harga waran dengan pendekatan Black-Scholes Option Pricing Model di Bursa Efek Jakarta

    Analisis harga waran dengan pendekatan Black-Scholes Option Pricing Model di Bursa Efek Jakarta by , PRASETYO, , Dra. Sri Handaru Yuliati, MBA

    Published 2004
    Thesis
  20. 20
    Penggunaan Black-Scholes Option Pricing Model dan Binomal Option Pricing Model dalam penilaian harga opsi

    Penggunaan Black-Scholes Option Pricing Model dan Binomal Option Pricing Model dalam penilaian harga opsi by , HIDAYATI, Lina Nur, , Prof.Dr. Eduardus Tandelilin, MBA

    Published 2006
    Thesis

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