Call Option Premium Dynamics
This study has a twofold purpose: to demonstrate the use of the Marquardt compromise method in estimating the unknown parameters contained in the probability call-option pricing models and to test empirically the following models: the Boness, the Black-Scholes, the Merton proportional dividend, the...
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| Format: | Others |
| Language: | English |
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North Texas State University
1982
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc332148/ |
| Summary: | This study has a twofold purpose: to demonstrate the use of the Marquardt compromise method in estimating the unknown parameters contained in the probability call-option pricing models and to test empirically the following models: the Boness, the Black-Scholes, the Merton proportional dividend, the Ingersoll differential tax, and the Ingersoll proportional dividend and differential tax. |
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