The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula"
written by Yujie Cui, Baoli Yu,
published by Journal of Mathematical Finance, Vol.2 No.3, 2012

has been cited by the following article(s):

[1]	A Study on Black and Scholes Option Pricing Model for Selected Companies
	2018

[2]	Efficiency of Black and Scholes Model for Pricing Options at Indian Stock Market
	Management Dynamics, 2017