Open AccessPricing Options Considering Bankruptcy of Underlying Issuer
Author(s) -
J. K. R. Sastry,
K. V. N. M. Ramesh,
J. V. R. Murthy
Publication year - 2016
Publication title -
indian journal of science and technology
Language(s) - English
Resource type - Journals
eISSN - 0974-6846
pISSN - 0974-5645
DOI - 10.17485/ijst/2016/v9i17/93044
Subject(s) - bankruptcy , issuer , binomial options pricing model , trinomial tree , valuation of options , actuarial science , bankruptcy prediction , probability distribution , black–scholes model , computer science , business , econometrics , economics , mathematics , finance , statistics , volatility (finance)