Hot answers tagged option-pricing
The following paper gives you really all of the missing steps in a very detailed form: Black-Scholes Option Pricing Formula by Michael Tomas and Ravi Shukla From the paper: "This presentation is purely for pedagogical purposes. In the course of doing work on option pricing, we found no complete solution for the Black-Scholes model. By complete, we mean ...
I think you are right. Now when I check papers I've used for my thesis I don't see almost any with empirical data section. Maybe this one will be helpful: Roswell E. Mathis, III, Gerald O., Bierwag Pricing Eurodollar Futures Options with Ho and Lee and Black, Derman, and Toy Models: An Empirical Comparison
Only top voted, non community-wiki answers of a minimum length are eligible