Comparison of the Pricing Model for Different Types of options Article Swipe
Contemporarily, option is one of the widely used underlying assets to hedge the risks and construct portfolio in finance field. As a matter fact, with different regulations and trading rules of various transaction center around the world, there are plenty of types of options. On account of the differences in the trading rules, the option pricing models vary a lot. On this basis, this study will select three common types of options (i.e., European option, American option, and Asian Option) in order to detailly demonstrate the differences in the pricing. To be specific, the formulae as well as the empirical analysis will be presented to vividly prove the statement. According to the analysis, the differences between the pricing procedure and models will be exhibited. In addition, the current drawbacks for the models will be illustrated and suggestions for further study will be clarified accordingly. Overall, these results shed light on guiding further exploration of option pricing from the theoretical as well as empirical sides.
Related Topics
Concepts
Valuation of options
Exotic option
Portfolio
Construct (python library)
Call option
Hedge
Asian option
Black–Scholes model
Order (exchange)
Computer science
Statement (logic)
Financial economics
Actuarial science
Economics
Finance
Biology
Volatility (finance)
Political science
Ecology
Programming language
Law
Metadata
- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.54691/bcpbm.v38i.4295
- https://bcpublication.org/index.php/BM/article/download/4295/4187
- OA Status
- diamond
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4328095885
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4328095885Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.54691/bcpbm.v38i.4295Digital Object Identifier
- Title
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Comparison of the Pricing Model for Different Types of optionsWork title
- Type
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articleOpenAlex work type
- Language
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enPrimary language
- Publication year
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2023Year of publication
- Publication date
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2023-03-02Full publication date if available
- Authors
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Xianglong ZengList of authors in order
- Landing page
-
https://doi.org/10.54691/bcpbm.v38i.4295Publisher landing page
- PDF URL
-
https://bcpublication.org/index.php/BM/article/download/4295/4187Direct link to full text PDF
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YesWhether a free full text is available
- OA status
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diamondOpen access status per OpenAlex
- OA URL
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https://bcpublication.org/index.php/BM/article/download/4295/4187Direct OA link when available
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Valuation of options, Exotic option, Portfolio, Construct (python library), Call option, Hedge, Asian option, Black–Scholes model, Order (exchange), Computer science, Statement (logic), Financial economics, Actuarial science, Economics, Finance, Biology, Volatility (finance), Political science, Ecology, Programming language, LawTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
- Related works (count)
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10Other works algorithmically related by OpenAlex
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