شماره ركورد كنفرانس :
4255
عنوان مقاله :
ON THE OPTION PRICING MODELS
پديدآورندگان :
JAHANDIDEG MOHAMMAD TAGHI jahandid@cc.iut.ac.ir هيات علمي
كليدواژه :
Financial Derivative , Option pricing , Levy Process , Monte , Carlo Simulation , Fourier Transform
عنوان كنفرانس :
چهارمين همايش رياضيات و علوم انساني
چكيده فارسي :
The most significant financial derivatives are options which mostly used for their flexible and non-standard character. How options should be valued has become an important debate in the past few decades and many methods, formulas and models have been suggested to price options. In this paper we comment on some advantages and drawbacks of these models.