2015•Review of Quantitative Finance and AccountingRequires access

Alternative methods to derive option pricing models: review and comparison

Cheng-Few Lee, Yibing Chen, John A. Lee

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Key concepts: Black–Scholes model, Binomial options pricing model, Valuation of options, Monte Carlo methods for option pricing, Mathematics, Applied mathematics, Finite difference methods for option pricing, Log-normal distribution

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Alternative methods to derive option pricing models: review and comparison — Research Paper | ScholarLens