共 50 条
- [11] Anomalies in option pricing: The Black-Scholes model revisited NEW ENGLAND ECONOMIC REVIEW, 1996, : 17 - +
- [14] Black-Scholes versus artificial neural networks in pricing can warrants: the case of china market ICNC 2007: THIRD INTERNATIONAL CONFERENCE ON NATURAL COMPUTATION, VOL 1, PROCEEDINGS, 2007, : 528 - +
- [16] EMPIRICAL STUDY ON THE PERFORMANCES OF BLACK-SCHOLES MODEL FOR EVALUATING EUROPEAN OPTIONS ROMANIAN JOURNAL OF ECONOMIC FORECASTING, 2009, 10 (01): : 48 - 62
- [17] On the Black-Scholes European Option Pricing Model Robustness and Generality BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING, 2008, 1073 : 332 - 339
- [19] Adiabaticity conditions for volatility smile in Black-Scholes pricing model The European Physical Journal B, 2011, 79 : 47 - 53