European Call option pricing by the Adomian decomposition method
An option is a security that gives its owner the right to trade in a fixed number of shares of a specified common stock at a fixed price at any time on or before a given date. The act of making this transaction is referred to as exercising the option. The fixed price is termed the strike price, and...
- Autores:
-
Rodriguez, S.
Marin, Freddy
Rodriguez, S.
Marin, Freddy
- Tipo de recurso:
- Fecha de publicación:
- 2011
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- eng
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/4606
- Acceso en línea:
- http://hdl.handle.net/10784/4606
- Palabra clave:
- Rights
- License
- Acceso abierto
| Summary: | An option is a security that gives its owner the right to trade in a fixed number of shares of a specified common stock at a fixed price at any time on or before a given date. The act of making this transaction is referred to as exercising the option. The fixed price is termed the strike price, and the given date, the expiration date. A call option gives the right to buy the shares; a put option gives the right to sell the shares. |
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