شماره ركورد كنفرانس
4255
عنوان مقاله
ON THE OPTION PRICING MODELS
پديدآورندگان
JAHANDIDEG MOHAMMAD TAGHI jahandid@cc.iut.ac.ir هيات علمي
تعداد صفحه
5
كليدواژه
Financial Derivative , Option pricing , Levy Process , Monte , Carlo Simulation , Fourier Transform
سال انتشار
1395
عنوان كنفرانس
چهارمين همايش رياضيات و علوم انساني
زبان مدرك
انگليسي
چكيده فارسي
The most significant financial derivatives are options which mostly used for their flexible and non-standard character. How options should be valued has become an important debate in the past few decades and many methods, formulas and models have been suggested to price options. In this paper we comment on some advantages and drawbacks of these models.
كشور
ايران
لينک به اين مدرک