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  • Search: subject:"Monte-Carlo Simulation model"
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Year of publication
Subject
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Binomial model 2 Black-Scholes model 2 Greek letters 2 Monte-Carlo Simulation model 2 option markets 2 options pricing 2 Black-Scholes-Modell 1 Derivat 1 Derivative 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Simulation 1 Statistical distribution 1 Statistische Verteilung 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Bendob, Ali 2 Bentouir, Naima 2
Published in...
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Journal of Banking and Financial Economics (JBFE) 1 Journal of banking and financial economics 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Options pricing by Monte Carlo simulation, binomial tree and BMS model : a comparative study
Bendob, Ali; Bentouir, Naima - In: Journal of banking and financial economics 1 (2019) 11, pp. 79-95
Investment behaviour, techniques and choices have evolved in the options markets since the launch of options trading in 1973. Today, we are entering the field of Big Data and the explosion of information, which has become the main feature of science, impacts investors' decisions and their...
Persistent link: https://www.econbiz.de/10012115106
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Cover Image
Options pricing by Monte Carlo simulation, binomial tree and BMS model: A comparative study
Bendob, Ali; Bentouir, Naima - In: Journal of Banking and Financial Economics (JBFE) (2019) 11, pp. 79-95
Investment behaviour, techniques and choices have evolved in the options markets since the launch of options trading in 1973. Today, we are entering the field of Big Data and the explosion of information, which has become the main feature of science, impacts investors' decisions and their...
Persistent link: https://www.econbiz.de/10015330108
Saved in:
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