Critical Thoughts About Modern Option Pricing.

4 Pages Posted: 28 Dec 2014

Date Written: December 26, 2014

Abstract

Here we represent a short remarks concerning modern option pricing theory.

Keywords: Black Scholes pricing, alternative options pricing.

JEL Classification: G13

Suggested Citation

Gikhman, Ilya I., Critical Thoughts About Modern Option Pricing. (December 26, 2014). Available at SSRN: https://ssrn.com/abstract=2543013

Ilya I. Gikhman (Contact Author)

Independent ( email )

6077 Ivy Woods Court
Mason, OH 45040
513-573-9348 (Phone)

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