Comparison of Black–Scholes Model and Monte-Carlo Simulation on Stock Price Modeling
Available Online 20 December 2019.
- https://doi.org/10.2991/aebmr.k.191217.025How to use a DOI?
- Black-Scholes Option Pricing Model, Monte-Carlo Simulation, Stock Price, European Call Option
- Option price and its valuation are crucial issues in finance research. In this research we implement Black-Scholes option pricing model and compare it with stochastic modeling, namely the Monte-Carlo Simulation. These two classical models are implemented on newly emerged technology companies like Google and Apple and traditional industry like Esso. The result shows that both option pricing model and numerical simulation are able to yield prices close to actual stock price
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Qiwu Jiang* PY - 2019 DA - 2019/12/20 TI - Comparison of Black–Scholes Model and Monte-Carlo Simulation on Stock Price Modeling BT - Proceedings of the 2019 International Conference on Economic Management and Cultural Industry (ICEMCI 2019) PB - Atlantis Press SP - 135 EP - 137 SN - 2352-5428 UR - https://doi.org/10.2991/aebmr.k.191217.025 DO - https://doi.org/10.2991/aebmr.k.191217.025 ID - Jiang*2019 ER -