Option Pricing Models: A Study of the Black-Scholes-Merton Model

Financial Derivatives refer to financial instruments whose value depends on or is derived from other underlying assets such as stocks, bonds, commodities, exchange rates, and interest rates Examples include futures and options. This paper first introduces the early theories of option pricing. It the...

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Bibliographic Details
Main Author: Xue Kexuan
Format: Article
Language:English
Published: EDP Sciences 2025-01-01
Series:SHS Web of Conferences
Subjects:
Online Access:https://www.shs-conferences.org/articles/shsconf/pdf/2025/06/shsconf_fems2025_01005.pdf
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