Economics, Econometrics and Finance
8 years ago

New pricing method revolutionizes options market, impacting financial engineering worldwide.

Journal of South China University of Technology
A Pricing Method on European Option Underlying Stock
Cun Li

Paper Summary

The article discusses a method for pricing European stock options using a formula called Black-Scholes, based on stochastic differential engineering. This method can also be applied to pricing other types of options.

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