Review of Option Pricing Literature and
An Online Real-Time Option Pricing Application Development

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Review of Option Pricing Literature and An Online Real-Time Option Pricing Application Development

The dissertation seeks to have an exploration into the most commonly used option pricing models. As we will see in the second chapters, the classic Black-Scholes model, the Jump Diffusion Model, Binomial Tree model, Monte-Carlo valuation and Finite Difference Method are widely used in option pricing...

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Bibliographic Details
Main Author:	Liu, Shu
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	computational finance finance option option pricing stock option computational Black Scholes application web website optionAAA.com www.optionAAA.com real-time delayed online computer computing programming php development software review literature literature review binomial Monte-Carlo
Online Access:	https://eprints.nottingham.ac.uk/21517/

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