Since 2014
The Analysis of Black-Scholes Option Pricing
Advances in Applied Economics and Finance
View Archive Info| Field | Value | |
| Title |
The Analysis of Black-Scholes Option Pricing
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| Creator |
Tang, Wen-li
Song, Liang-rong |
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| Subject |
Option; Option prcing; Black-Scholes model; Brownian motion; Volatility
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| Description |
This paper makes a more detailed description of the assumptions of the model and the mathematics derivation process of the formula, and analyzes the sensitivity of the option value of each variable of the model. According to the empirical analysis, we find that the Black-Scholes Model has a strong practicality, but also has some limitimations, further research is needed.
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| Publisher |
World Science Publisher
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| Contributor |
—
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| Date |
2012-06-26
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
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| Identifier |
http://worldsciencepublisher.org/journals/index.php/AAEF/article/view/462
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| Source |
Advances in Applied Economics and Finance; Vol 1, No 3 (2012); 169-173
2167-6348 |
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| Language |
eng
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| Relation |
http://worldsciencepublisher.org/journals/index.php/AAEF/article/view/462/386
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| Rights |
Copyright NoticeProposed Creative Commons Copyright Notices1. Proposed Policy for Journals That Offer Open AccessAuthors who publish with this journal agree to the following terms:Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).Proposed Policy for Journals That Offer Delayed Open AccessAuthors who publish with this journal agree to the following terms:Authors retain copyright and grant the journal right of first publication, with the work [SPECIFY PERIOD OF TIME] after publication simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).
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