Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile

ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.net/journal/am
E-mail: [email protected]

Citations

"Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile"
written by Matthew C. Modisett, James A. Powell,
published by Applied Mathematics, Vol.3 No.6, 2012

has been cited by the following article(s):

[1]	Predicting the stock price of frontier markets using modified Black–Scholes Option pricing model and machine learning
	2020

[2]	Predicting the Stock Price of Frontier Markets Using Modified Black-Scholes Option Pricing Model and Machine Learning
	2018