An Emprical [sic] Test of the Black-Scholes Option Pricing Model on Pricing FTSE 100 Index Call Options

An Emprical [sic] Test of the Black-Scholes Option Pricing Model on Pricing FTSE 100 Index Call Options
Author: Zhongjuan Su
Publisher:
Total Pages:
Release: 2004
Genre:
ISBN:
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An Emprical [sic] Test of the Black-Scholes Option Pricing Model on Pricing FTSE 100 Index Call Options
Language: en
Pages:

An Emprical [sic] Test of the Black-Scholes Option Pricing Model on Pricing FTSE 100 Index Call Options

Authors: Zhongjuan Su
Categories:
Type: BOOK - Published: 2004 - Publisher:

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The Black-Scholes Call Option Pricing Model and Tests of the Model
Language: en
Pages: 11

The Black-Scholes Call Option Pricing Model and Tests of the Model

Authors: Susumu Ueno
Categories:
Type: BOOK - Published: 2014 - Publisher:

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This paper aims to examine the theory behind the Black-Scholes call option pricing model, which has been widely used by those who deal with options to search fo
Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option
Language: en
Pages:

Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option

Authors: Jie He
Categories:
Type: BOOK - Published: 2004 - Publisher:

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An Empirical Test of the Black, Scholes and Merton Option Pricing Model Against Competing Models Incorporating Various Non-constant Volatility Processes Applied to Equity Index Options
Language: en
Pages:

An Empirical Test of the Black, Scholes and Merton Option Pricing Model Against Competing Models Incorporating Various Non-constant Volatility Processes Applied to Equity Index Options

Authors: Joshua Matthew Garwood
Categories:
Type: BOOK - Published: 2007 - Publisher:

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Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options
Language: en
Pages:

Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options

Authors: Christos Christitsas
Categories:
Type: BOOK - Published: 1998 - Publisher:

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