scholarly journals Wavelet-based option pricing: An empirical study

2019 ◽  
Vol 272 (3) ◽  
pp. 1132-1142 ◽  
Author(s):  
Xiaoquan Liu ◽  
Yi Cao ◽  
Chenghu Ma ◽  
Liya Shen
Keyword(s):  
Empirical Study ◽  
Option Pricing

Research on Option Pricing Model under Uncertainty

2014 ◽  
Vol 513-517 ◽  
pp. 3156-3159
Author(s):  
Kun Long Zhang ◽  
Li Xia Song
Keyword(s):  
Empirical Study ◽  
Option Pricing ◽  
Financial Market ◽  
Price Change ◽  
Asset Price ◽  
Pricing Model ◽  
Pricing Models ◽  
Uncertain Environments ◽  
Option Pricing Model ◽  
Behavior Choice

In the real financial market, there are always other uncertain phenomena, such as fuzzy phenomenon, random phenomenon. Along with empirical study increasing investigator discovered that this kind of uncertainty affects policy-maker's behavior choice and the asset price change. Researcher pay more and more attention to the problems on the option pricing under in uncertain environments, Therefore, the paper shows that options can be valued successfully in uncertain environments, some option pricing models are established, the corresponding algorithm is designed to solve these models.

scholarly journals Empirical Study on Theoretical Option Pricing Models

2017 ◽  
Vol 6 (1) ◽  
pp. 1-10
Author(s):  
Shailesh Rastogi ◽  
Nithya Vetriselvam ◽  
Jeffrey Don Davidson
Keyword(s):  
Empirical Study ◽  
Option Pricing ◽  
Pricing Models
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