DR. MAHIMA MISHRA

Title:An Exploratory Viewpoint on the Perspectives and Practices of Testing Alternative Option Pricing Models,Year: 2019

Authors: Gita Madhuri, Mahima Mishra
Journal: International Journal of Innovative Technology and Exploring Engineering (IJITEE)
Publication date: 2019
Publisher: International Journal of Innovative Technology and Exploring Engineering (IJITEE)
URL: click here

Abstract

This study examines the perspectives and practices of testing option pricing models, spanning over four decades of literature across prominent journals. The study reveals that the bulk of research on option pricing focuses on developing new models, than comparing relative performance of already existing models. The review has been classified as perspectives and practices in Deterministic and Stochastic Option pricing models to identify the most frequently compared Option pricing models. The review has been presented in a structured order consolidating different perspectives of testing pricing performance of Option pricing models with an objective to gain insights into the existing literature and form a base for developing future research

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