Theory and Implementation of Black-Scholes and Binomial Options Pricing Models

2019 ◽  
Author(s):  
Zaur Abdullazade
Keyword(s):  
Options Pricing ◽  
Pricing Models ◽  
Black Scholes ◽  
Options Pricing Models

scholarly journals Investigation of the barrier options pricing models

2009 ◽  
Vol 50 ◽  
Author(s):  
Rita Palivonaitė ◽  
Eimutis Valakevičius
Keyword(s):  
Option Pricing ◽  
Adaptive Mesh ◽  
Options Pricing ◽  
Barrier Options ◽  
Barrier Option ◽  
Pricing Models ◽  
Black Scholes ◽  
Barrier Option Pricing ◽  
Critical Regions ◽  
Options Pricing Models

In the article three methods of barrier option pricing are analysed and compared: Black–Scholes, trinomial ant adaptive mesh algorithm. Investigation with Lithuanian firm’s stock showed, that to get better results it is offered to adapt higer resolution mesh on critical regions of trinomial tree.

THE EVALUATION OF TRADED OPTIONS PRICING MODELS IN AUSTRALIA

1983 ◽  
Vol 10 (2) ◽  
pp. 225-233 ◽  
Author(s):  
A.D. Castagna ◽  
Z.P. Matolcsy
Keyword(s):  
Options Pricing ◽  
Pricing Models ◽  
Options Pricing Models

The method of fundamental solutions for solving options pricing models

2006 ◽  
Vol 181 (1) ◽  
pp. 390-401 ◽  
Author(s):  
C.C. Tsai ◽  
D.L. Young ◽  
J.H. Chiang ◽  
D.C. Lo
Keyword(s):  
Fundamental Solutions ◽  
Method Of Fundamental Solutions ◽  
Options Pricing ◽  
Pricing Models ◽  
Options Pricing Models
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