Analytical Solution of Black-Scholes Equation in Predicting Market Prices and Its Pricing Bias
Azor, Promise Andaowei & Amadi, Innocent Uchenna · Asian Journal of Probability and Statistics · 2020
This paper is geared towards implementation of Black-Scholes equation in valuation of European call option and predicting market prices for option traders. First, we explained how Black-Scholes equation can be used to estimate option prices and then we also estimated the BS prici...
Open access
Research Article
10.9734/ajpas/2020/v8i230202