Subjects: *MARKETS; *OPTIONS (Finance); NONFICTIONOPTIONS Markets (Book)COX, John; RUBINSTEIN, Mark; STEIN, John C.
Record details
Subjects: *OPTIONS (Finance); NONFICTIONOPTION Markets (Book)COX, John; RUBENSTEIN, Mark
Subjects: OPTIONS (Finance); PRICING; PRICES
Subjects: *STOCK prices; *MARKET volatility; *ELASTICITY (Economics)BLACK, Fischer
Subjects: RANDOM walks; ARBITRAGE; RISK premiumsSTANDARD & Poor's Financial Services LLC
Subjects: MARKET volatility; STANDARD & Poor's 500 Index; STOCHASTIC models
Subjects: PRICES; OPTIONS (Finance); BLACK-Scholes modelINDIA
Subjects: PRICES; RATE of return on stocks; BLACK-Scholes model
Subjects: MELLIN transform; PRICES; MONTE Carlo method
Subjects: COUNTERPARTY risk; CREDIT risk; OPTIONS (Finance)