A modified Black-Scholes pricing formula for European options with bounded underlying prices.

Song-Ping Zhu Xin-Jiang He

Published in: Comput. Math. Appl. (2018)

Keyphrases

black scholes
option pricing
black scholes model
convertible bonds
stock price
decision analysis
real option
fuzzy numbers
long run
financial markets
pricing model
neural network
text classification
numerical methods
payoff functions