Open AccessA STUDY OF OPTION PRICING MODELS WITH DISTINCT INTEREST RATES
Author(s) -
Neha Sisodia,
Ravi Gor
Publication year - 2022
Publication title -
international journal of engineering science technologies
Language(s) - English
Resource type - Journals
ISSN - 2456-8651
DOI - 10.29121/ijoest.v6.i2.2022.310
Subject(s) - moneyness , black–scholes model , econometrics , interest rate , valuation of options , stock exchange , rendleman–bartter model , economics , heston model , sabr volatility model , mathematics , implied volatility , mathematical economics , volatility (finance) , finance
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