Fraszka-Sobczyk, Emilia 2023. Limiting Cases of the Black-Scholes Type Asymptotics of Call Option Pricing in the Generalised CRR Model. Acta Universitatis Lodziensis. Folia Oeconomica, Vol. 2, Issue.

Fraszka-Sobczyk, Emilia 2023. Limiting Cases of the Black-Scholes Type Asymptotics of Call Option Pricing in the Generalised CRR Model. Acta Universitatis Lodziensis. Folia Oeconomica, Vol. 2, Issue.

To simplify this process, financial experts developed several pricing models. The most widely known and used are the following: Black-Scholes: Developed in the 1970s, this model brought options ...

Since developing the Black-Scholes-option pricing model with his good friend Fischer Black and co-laureate Robert Merton, Myron Scholes has become one of the leaders in financial economics. But this ...

The course expands on PDE techniques for the pricing and hedging of several options. Implied volatilities as well as stochastic volatility models are then considered. The course also introduces the ...

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