Is Black-Scholes Model An Appropriate Option Pricing Tool in Chinese Stock Market?
Mao, Qing (2007) Is Black-Scholes Model An Appropriate Option Pricing Tool in Chinese Stock Market? [Dissertation (University of Nottingham only)] (Unpublished)
In order to further develop the derivative markets, the Chinese government has decided to launch stock options as soon as possible. The Black-Scholes formula has been the most commonly used option pricing model today. But is the Black-Scholes model an appropriate tool for pricing of Chinese stock option?
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