A note on Black-Scholes pricing model for theoretical values of stock options-Reference-Cited by-同舟云学术

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A note on Black-Scholes pricing model for theoretical values of stock options

Published:2016 Issue: Volume: Page:
ISSN:0094-243X
Container-title:AIP Conference Proceedings
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Author:

Edeki S. O.,Ugbebor O. O.,Owoloko E. A.

Publisher

AIP Publishing LLC

Reference22 articles.

1. The Pricing of Options and Corporate Liabilities

2. O.O. Ugbebor and S.O. Edeki, Journal of Applied Mathematics & Bioinformatics 3(2), 159–170, (2013).

3. A. Habib, Universities Press (India) Private Ltd., (2011).

4. S.O. Edeki, I. Adinya, O.O. Ugbebor, IAENG International Journal of Appl.Math. 44(2), 83–90, (2014).

5. J. Biazar and F. Goldoust, 3rd International Conference on Applied Mathematics and Pharmaceutical Sciences (ICAMP’2013), Singapore, April 29-30, 321–323, (2013).

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption;Cogent Mathematics;2017-01-01

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