Option Pricing: A Theoretical as well as Practical View
This particular study has been undertaken to form a basis of comparison in the 2 main pricing techniques for options, the Black Scholes model and the Binomial Lattice model. The Black Scholes has been the fundamental model for option pricing but has certain limitations. These limitations of the mode...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/23404/ |