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.
| Identifer | oai:union.ndltd.org:unt.edu/info:ark/67531/metadc332148 |
| Date | 12 1900 |
| Creators | Chen, Jim |
| Contributors | William, Donald R., Copeland, Benny R., 1936-, Maher, Laurence P. |
| Publisher | North Texas State University |
| Source Sets | University of North Texas |
| Language | English |
| Detected Language | English |
| Type | Thesis or Dissertation |
| Format | viii, 154 leaves : ill., Text |
| Rights | Public, Chen, Jim, Copyright, Copyright is held by the author, unless otherwise noted. All rights reserved. |
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