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Publications by Annie Tortian

The Black-Scholes Currency Option Pricing Model: Evidence for Unbiasedness From Three Currencies Against the US Dollar

International Journal of Economics and Finance

English

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Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method

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Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model

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European Option Pricing of Fractional Black-Scholes Model Using Sumudu Transform and Its Derivatives

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Comment on the Black-Scholes Pricing Problem

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Numerical Solution of Black-Scholes Option Pricing With Variable Yield Discrete Dividend Payment

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Robust Option Replication for a Black-Scholes Model Extended With Nondeterministic Trends

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The Peculiar Logic of the Black-Scholes Model

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Asymmetric Responses of East Asian Currencies to the US Dollar Depreciation for Reducing the US Current Account Deficits

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A Note on Black-Scholes Pricing Model for Theoretical Values of Stock Options

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