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Appropriateness of the classical black-scholes method in option price calculation

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dc.contributor.author P.P.D.N.Kaushalya en_US
dc.contributor.author N.G.A.Karunathilake en_US
dc.date.accessioned 2014-12-24T07:45:40Z
dc.date.available 2014-12-24T07:45:40Z
dc.date.issued 2014
dc.identifier.citation Annual Research Symposium,Faculty of Graduate Studies, University of Kelaniya, Sri Lanka; 2014 :121p en_US
dc.identifier.uri http://repository.kln.ac.lk/handle/123456789/4930
dc.description.abstract Financial mathematics provides tools for the constructions in financial modeling. Various Financial Mathematical models have been developed for the description of financial derivatives for past few decades. An option is a contract that gives the purchaser the right to buy or sell a specified financial product of an underlying asset at a fixed price on a specified future date. There is no obligation to exercise the option. Two main types of options, namely, American and European options are widely used in today�s world. European option may be exercised only at the expiration date of the option while the American option may be exercised at any time before the expiration date. en_US
dc.publisher Book of Abstracts, Annual Research Symposium 2014 en_US
dc.title Appropriateness of the classical black-scholes method in option price calculation
dc.type Article en_US
dc.identifier.department Mathematics en_US


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