Review on the structural approach of the Black-Scholes model
Black-Scholes model developed in 1973 has become one of the important concepts in modern financial theory. This model is regarded as one of the best ways in determining fair prices of the options. Many studies have been done to improve the performance of the Black-Scholes model since this model is b...
| Published in: | AIP Conference Proceedings |
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| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
American Institute of Physics Inc.
2015
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85006235026&doi=10.1063%2f1.4915717&partnerID=40&md5=e5174e1e8d08d79461a7aa76dcbe13e0 |