1 publication

• Published Subscription 4 Dec 2017

  Black-Scholes and Binomial Option Pricing Model: A Comparative Analysis

  By S. Gupta, A. Gupta

  Abstract: It is a well-known fact in the trading world that a portfolio is always exposed to price risk, which can occur anytime during the trading period, but the overall risk can be mitigated up to a certain level if a trader adopts relevant risk mitigation strategy before taking his/her position in the market. An option is one of the major derivative tools for hedging as well as risk management. There …

  Published in Research & Reviews : Journal of Statistics · Vol. 6, Issue 3, 2017 · pp. 1–9 Read article →