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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North Texas State University
1982
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc332148/ |
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ndltd-unt.edu-info-ark-67531-metadc3321482018-04-26T05:17:12Z Call Option Premium Dynamics Chen, Jim probability call-option pricing models call-option contracts Options (Finance) Stocks -- Prices. 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. North Texas State University William, Donald R. Copeland, Benny R., 1936- Maher, Laurence P. 1982-12 Thesis or Dissertation viii, 154 leaves : ill. Text local-cont-no: 1002782298-Chen call-no: 379 N81 no. 1943 untcat: b1311714 oclc: 11402967 https://digital.library.unt.edu/ark:/67531/metadc332148/ ark: ark:/67531/metadc332148 English Public Chen, Jim Copyright Copyright is held by the author, unless otherwise noted. All rights reserved. |
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NDLTD |
| language |
English |
| format |
Others
|
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NDLTD |
| topic |
probability call-option pricing models call-option contracts Options (Finance) Stocks -- Prices. |
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probability call-option pricing models call-option contracts Options (Finance) Stocks -- Prices. Chen, Jim Call Option Premium Dynamics |
| description |
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. |
| author2 |
William, Donald R. |
| author_facet |
William, Donald R. Chen, Jim |
| author |
Chen, Jim |
| author_sort |
Chen, Jim |
| title |
Call Option Premium Dynamics |
| title_short |
Call Option Premium Dynamics |
| title_full |
Call Option Premium Dynamics |
| title_fullStr |
Call Option Premium Dynamics |
| title_full_unstemmed |
Call Option Premium Dynamics |
| title_sort |
call option premium dynamics |
| publisher |
North Texas State University |
| publishDate |
1982 |
| url |
https://digital.library.unt.edu/ark:/67531/metadc332148/ |
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AT chenjim calloptionpremiumdynamics |
| _version_ |
1718632745988521984 |