Spelling suggestions: "subject:"probability calloption pricing models"" "subject:"probability calloptions pricing models""
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Call Option Premium DynamicsChen, Jim 12 1900 (has links)
This study has a twofold purpose: to demonstrate the use of the Marquardt compromise method in estimating the unknown parameters contained in the probability call-option pricing models and to test empirically the following models: the Boness, the Black-Scholes, the Merton proportional dividend, the Ingersoll differential tax, and the Ingersoll proportional dividend and differential tax.
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