Open AccessReliable and Sophisticated Advanced Stressed Crises Compound Options Pricing Models
Author(s) -
Jamilu Adamu
Publication year - 2016
Publication title -
management and organizational studies
Language(s) - English
Resource type - Journals
eISSN - 2330-5509
pISSN - 2330-5495
DOI - 10.5430/mos.v3n1p39
Subject(s) - exotic option , black swan theory , valuation (finance) , econometrics , monte carlo methods for option pricing , normality , valuation of options , monte carlo method , computer science , actuarial science , black–scholes model , economics , financial market , risk management , financial economics , mathematics , finance , statistics , volatility (finance)