2   Artículos

 
en línea
Özge Sezgin Alp     Pág. 70 - 84
In this study, the option pricing performance of the adjusted Black-Scholes model proposed by Corrado and Su (1996) and corrected by Brown and Robinson (2002), is investigated and compared with original Black Scholes pricing model for the Turkish derivat... ver más
Revista: International Journal of Finance & Banking Studies    Formato: Electrónico

 
en línea
Matloob Ullah Khan,Ambrish Gupta,Sadaf Siraj     Pág. 87 - 98
The main objectives of this paper are to incorporate modification in Black-Scholes option pricing model formula by adding some new variables on the basis of given assumption related to risk-free interest rate, and also shows the calculation process of ne... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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