Options are historically being priced using Black Scholes option pricing model and one of the prominent features of it is normal distribution. In this research paper I will calculate European call options using log logistic distribution instead of normal distribution. My argument is that a model...

Requiring companies to expense options in the absence of any satisfactory method to evaluate their costs would be inconsistent with the principles and objectives of accounting.

Requiring companies to expense options in the absence of any satisfactory method to evaluate their costs would be inconsistent with the principles and objectives of accounting.

This paper considers the pricing of contingent claims using an approach developed and used in insurance pricing. The approach is of interest and significance because of the increased integration of insurance and financial markets and also because insurance-related risks are trading in financial...

In the mathematical treatment of financial derivatives, and specially that of options, the defining stochastic differential equation coupled with the arbitrage-free pricing condition leads to a deterministic partial differential equation. The solution of this equation under appropriate boundary...