Economics, Econometrics and Finance
8 years ago

The Black-Scholes Formula Reveals Baogang Option Price Discrepancies

Journal of Hunan University of Science and Engineering
The Theoric Price of Baogang Option Based on Black-Scholes Formula
Niu Bao-qing

Paper Summary

The article explains how the Black-Scholes formula is used to calculate the theoretical price of Baogang Options. It also discusses the reasons for differences between the market price and the theoretical price.

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