Extended Black and Scholes model under bankruptcy risk

Keyphrases

• Black-box Model 100%
• Bankruptcy Risk 100%
• Scholes Model 100%
• Geometric Brownian Motion 66%
• Bankruptcy 66%
• Black-Scholes 66%
• Stock Prices 33%
• Computational Methods 33%
• Volatility 33%
• Statistical Inference 33%
• Real-time Data Analysis 33%
• Underlying Asset 33%
• Statistical Computing 33%
• Efficient Market Hypothesis 33%
• Asset Price Model 33%
• Constant Volatility 33%
• Probabilistic Properties 33%
• European Option Pricing 33%
• Option Pricing Problem 33%

Mathematics

• Geometric Brownian Motion 100%
• Scholes Model 100%
• Probability Theory 50%
• Inferential Statistics 50%
• Real Data 50%
• Option Pricing 50%
• Asset Price 50%
• Underlying Asset 50%