Open AccessAn option pricing model focus on spread based on the stock price of Apple and Tesla
Author(s) -
Kaixun Chang,
Ruitao Gong
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v20i.1087
Subject(s) - geometric brownian motion , valuation (finance) , stock (firearms) , asian option , valuation of options , economics , strike price , econometrics , call option , financial economics , option value , put option , stock price , microeconomics , finance , diffusion process , volatility (finance) , economy , mechanical engineering , paleontology , series (stratigraphy) , engineering , biology , service (business) , incentive
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