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Information Center for Mathematical Science

논문검색

Information Center for Mathematical Science

논문검색

Trends in Mathematics
( Vol. 13 NO.1 / (2011))
THE MODERN OPTION PRICING THEORY: A REVIEW
SOL KIM, GEUL LEE,
Pages. 35-59
Abstract
Contents 1. Introduction
2. The Black and Scholes (1973) framework
3. Parametric approaches
4. Non-parametric approaches
5. Empirical Comparison
6. Net buying pressure theory
7. Conclusion
Key words
Mathmatical Subject Classification
원문파일 4Review Paper[김솔].pdf