Khan, Matloob Ullah; Gupta, Ambrish; Siraj, Sadaf - In: International Journal of Economics and Financial Issues 3 (2013) 1, pp. 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 new risk-free interest rate on the basis of...