Essays about: "Teo Raspudic"
Found 1 essay containing the words Teo Raspudic.
-
1. Option Pricing Under the Markov-switching Framework Defined by Three States
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : An exact solution for the valuation of the options of the European style can be obtained using the Black-Scholes model. However, some of the limitations of the Black-Scholes model are said to be inconsistent such as the constant volatility of the stock price which is not the case in real life. READ MORE
Result pages:
1