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Option pricing methods in the City of London during the late 19th century

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  • George Dotsis

Abstract

City of London traders in the late nineteenth century had a much more advanced understanding of option pricing than previously thought

Suggested Citation

  • George Dotsis, 2020. "Option pricing methods in the City of London during the late 19th century," Quantitative Finance, Taylor & Francis Journals, vol. 20(5), pages 709-719, May.
    • Handle: RePEc:taf:quantf:v:20:y:2020:i:5:p:709-719
    DOI: 10.1080/14697688.2019.1699950
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    Cited by:

    1. Jorge de Andrés-Sánchez, 2023. "Fuzzy Random Option Pricing in Continuous Time: A Systematic Review and an Extension of Vasicek’s Equilibrium Model of the Term Structure," Mathematics, MDPI, vol. 11(11), pages 1-21, May.
    2. George Dotsis, 2024. "A New Index of Option Implied Absolute Deviation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(9), pages 1543-1555, September.

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