Valuation of Agricultural Commodity in an Unstructured Nigerian Market Using Black-Scholes' Model

OC Adline, NF Noyanim… - Asian Journal of …, 2020 - journal.251news.co.in
This paper investigates the pricing accuracy of the Black-Scholes' model in an unstructured
over-the-counter Nigerian agricultural commodity market. Rice prices were valued using the …

Determining Agricultural Premium Insurance in Malang City using Black Scholes Model

H Widi, DNR Lani, F Hasanah - International Journal of Global …, 2021 - iorajournal.org
This study examines the determination of rainfall-based agricultural insurance premium
prices using the Black-Scholes model. The Black-Scholes model was originally used to …

Option Trading In Indian Commodity Derivatives Market: Dynamics And Discourse

R Ranjith, K Gangadharan - Think India Journal, 2019 - thinkindiaquarterly.org
An extensive variety of commodities can be gainfully traded over the world for many
centuries. Certain commodities are seasonal in nature, certain commodities oscillate due to …

[引用][C] DYNAMIC HYBRID PRICING FORMULATION FOR EQUITY WARRANTS

SZB IBRAHIM