Evaluation of GBM model performance with barrier options, Asian options and European options based on Tesla
Author:
Affiliation:
1. Dongbei University of Finance and Economics,Surrey International Institute,Dalian,China
2. Xiamen University,The School of Economics,Xiamen,China
3. Zhongnan University of Economics and Laws,The School of Finance,Wuhan,China
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9708726/9708915/09709009.pdf?arnumber=9709009
Reference10 articles.
1. A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model [J];noorani;Mathematics and Computers in Simulation,2020
2. Understanding Complex Dynamics in Derivatives Finance: Why Do Options Markets Smile [J];qiu;Advances in Complex Systems,2012
3. What Is an Option, and How Do Options Work?
4. Alternative Financing Instruments for African Economies [J];mpapalika;Journal of Mathematical Finance,2020
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