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In this paper we present a critical point on connections between stock volatility, implied volatility, and local volatility. The essence of the Black Sholes pricing model is based on assumption that option piece is formed by no arbitrage portfolio. Such assumption effects the change of the real...
Persistent link: https://www.econbiz.de/10012950779
accurate forecast of options pricing and one can check that it is a quite significant business in financial world. In this …
Persistent link: https://www.econbiz.de/10013124197