Outline 192No-arbitrage conditions beside the PCP
Factors affecting option prices
Discrete time: Binomial asset pricing model
Continuous time: Black-Scholes model
Derivative securities: Options - Pricing
lu
(lu)
#1
Outline 192No-arbitrage conditions beside the PCP
Factors affecting option prices
Discrete time: Binomial asset pricing model
Continuous time: Black-Scholes model
Derivative securities: Options - Pricing