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Title: | Appropriateness of the classical black-scholes method in option price calculation |
Authors: | P.P.D.N.Kaushalya N.G.A.Karunathilake |
Issue Date: | 2014 |
Publisher: | Book of Abstracts, Annual Research Symposium 2014 |
Citation: | Annual Research Symposium,Faculty of Graduate Studies, University of Kelaniya, Sri Lanka; 2014 :121p |
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. |
URI: | http://repository.kln.ac.lk/handle/123456789/4930 |
Appears in Collections: | ARS - 2014 |
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