THE ANALYTICAL SOLUTIONS OF EUROPEAN OPTIONS ON SHARES PRICING MODELS
The Black-Scholes options formula is the breakthrough in valuating options prices. However, the formula is heavily based on several assumptions that are not realistic in practice. The extensions of the assumptions are needed to make options pricing model more realistic. This paper has reviewed the r...
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| Format: | Article |
| Language: | Indonesian |
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Petra Christian University
2004-01-01
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| Series: | Jurnal Akuntansi dan Keuangan |
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| Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/aku/article/view/16155 |