A review on Black-Scholes model
The Black-Scholes model has been served as the most fundamental model in option pricing for over four decades. Its derivation is based on ideal assumptions which are impossible in practice. Empirical evidences showed that the Black-Scholes model provides reasonable theoretical estimations of option...
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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2016
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/68772 |
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| 機構: | Nanyang Technological University |
| 語言: | English |