Open AccessAn empirical study of down-and-out put option pricing based on Geometric Brownian Motion and Monte Carlo Simulation: evidence from crude oil and E-mini Nasdaq-100 futures
Author(s) -
Meini Wang,
Panjie Wang,
Yuyi Zhang
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2041
Subject(s) - futures contract , monte carlo methods for option pricing , valuation of options , monte carlo method , geometric brownian motion , exotic option , economics , financial economics , econometrics , put option , call option , asian option , mathematics , diffusion process , statistics , economy , service (business)
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