The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model

2002 ◽  
Vol 22 (6) ◽  
pp. 557-577
Author(s):  
Hsuan-Chi Chen ◽  
David M. Chen ◽  
San-Lin Chung
Keyword(s):  
Option Pricing ◽  
Alternative Option ◽  
Trinomial Model

Empirical Performance of Alternative Option Pricing Models with Stochastic Volatility and Leverage Effects

2014 ◽  
Vol 43 (3) ◽  
pp. 432-464 ◽  
Author(s):  
Woon Wook Jang ◽  
Young Ho Eom ◽  
Don H. Kim
Keyword(s):  
Option Pricing ◽  
Stochastic Volatility ◽  
Pricing Models ◽  
Alternative Option ◽  
Empirical Performance

Alternative Option Pricing and CVA

2015 ◽  
Author(s):  
Ilya I. Gikhman
Keyword(s):  
Option Pricing ◽  
Alternative Option

scholarly journals Convergence Numerically of Trinomial Model in European Option Pricing

2013 ◽  
Vol 6 (3) ◽  
pp. 195-201 ◽  
Author(s):  
Entit Puspita ◽  
◽  
Fitriani Agustina ◽  
Ririn Sispiyati ◽  
◽  
...  
Keyword(s):  
Option Pricing ◽  
European Option ◽  
European Option Pricing ◽  
Trinomial Model

From stochastic dominance to Black–Scholes: An alternative option pricing paradigm

2014 ◽  
Vol 5 (2-3) ◽  
pp. 99-112 ◽  
Author(s):  
Ioan Mihai Oancea ◽  
Stylianos Perrakis
Keyword(s):  
Option Pricing ◽  
Stochastic Dominance ◽  
Alternative Option ◽  
Black Scholes

scholarly journals An Exploratory Viewpoint on the Perspectives and Practices of Testing Alternative Option Pricing Models

2019 ◽  
Vol 8 (9S3) ◽  
pp. 1283-1287
Keyword(s):  
Option Pricing ◽  
Relative Performance ◽  
Future Research ◽  
Pricing Models ◽  
Alternative Option ◽  
New Models

This study examines the perspectives and practices of testing option pricing models, spanning over four decades of literature across prominent journals. The study reveals that the bulk of research on option pricing focuses on developing new models, than comparing relative performance of already existing models. The review has been classified as perspectives and practices in Deterministic and Stochastic Option pricing models to identify the most frequently compared Option pricing models. The review has been presented in a structured order consolidating different perspectives of testing pricing performance of Option pricing models with an objective to gain insights into the existing literature and form a base for developing future research.

Microsoft Excel Approach to Estimating Alternative Option Pricing Models

2016 ◽  
pp. 835-860
Author(s):  
Cheng-Few Lee ◽  
John Lee ◽  
Jow-Ran Chang ◽  
Tzu Tai
Keyword(s):  
Option Pricing ◽  
Pricing Models ◽  
Microsoft Excel ◽  
Alternative Option
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