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Articles (35)

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1-10 of 35 results for BLACK-SCHOLES MODEL

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Select article: Modelling Option Prices in Australia Using the Black-Scholes Model

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Research article

First published 1983-06

Modelling Option Prices in Australia Using the Black-Scholes Model

R. L. Brown, T. J. Shevlin

Australian Journal of Management

Select article: A Study of Black–Scholes Model’s Applicability in Indian Capital Markets

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Research article

First published 2020-6

A Study of Black–Scholes Model’s Applicability in Indian Capital Markets

Anubha Srivastava, Manjula Shastri

Paradigm: A Management Research Journal

Select article: A Test of the Black and Scholes Model of Option Evaluation in the Australian Options Market

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Research article

First published 1978-04

A Test of the Black and Scholes Model of Option Evaluation in the Australian Options Market

R. L. Brown

Australian Journal of Management

Select article: An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model

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Research article

First published 2018-2

An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model

Soňa Kilianová, Boris Letko

Risk and Decision Analysis

Select article: An Empirical Test of Market Efficiency of Indian Index Options Market Using the Black–Scholes Model and Dynamic Hedging Strategy

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Research article

First published 2014-12

An Empirical Test of Market Efficiency of Indian Index Options Market Using the Black–Scholes Model and Dynamic Hedging Strategy

Debaditya Mohanti, P. K. Priyan

Paradigm: A Management Research Journal

Select article: Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures

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Research article

First published 2016-5

Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures

Tanuj Nandan, Puja Agrawal

Margin: The Journal of Applied Economic Research

Select article: An Empirical Test of the Black-Scholes Option Pricing Model and the Implied Variance: A Confidence Interval Approach

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Review article

First published 1987-10

An Empirical Test of the Black-Scholes Option Pricing Model and the Implied Variance: A Confidence Interval Approach

Haim Levy, Young Hoon Byun

Journal of Accounting,Auditing & Finance

Select article: The price of granularity and fractional finance

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Research article

First published 2016-2

The price of granularity and fractional finance

Charles S. Tapiero, Oren J. Tapiero, Guy Jumarie

Risk and Decision Analysis

Select article: Assessing the Convergence of Three Up-and-Down Moves in Binomial Option Pricing Modelling to Black-Scholes-Merton in a Fuzzy Setting

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Research article

First published 2025-11

Assessing the Convergence of Three Up-and-Down Moves in Binomial Option Pricing Modelling to Black-Scholes-Merton in a Fuzzy Setting

Jorge de Andrés-Sánchez

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Select article: Integrating option model and knowledge management performance measures: an empirical study

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Research article

First published 2005-10

Integrating option model and knowledge management performance measures: an empirical study

Mu-Yen Chen, An-Pin Chen

Journal of Information Science

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