Economics, Econometrics and Finance
8 years ago

New formulas revolutionize option pricing, changing the future of investments.

Springer finance
Asymptotic Analysis of Option Pricing Functions
Archil Gulisashvili

Paper Summary

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The article discusses different ways to price options on stocks. It explains how to determine if a function can be used to price call options. The Black-Scholes model is a well-known method for pricing options and is explained in detail. The article also provides precise formulas for pricing call options in other models like Hull-White, Stein-Stein, and Heston.