A valuation model that allows for jumps in underlying assets' prices superimposed on to a diffusion process such as geometric...

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...

It stands for Black-Scholes model; a valuation model which is used to price financial options under a number of simplistic...

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...

An approximation procedure for valuing a call option on a dividend-paying share of stock. It was developed by Fischer Black...

An option pricing model which assumes that the evolution of the underlying asset return follows the generalized autoregressive conditional heteroskedastic...