تقييم الخيارات في الزمن المستمر : نموذج BMS

Abstract EN

The aim of this paper is to highlight the importance of options contracts and evaluated using Black & scholes model and some stochastic processes in continues time such processes of WINER, BROWN, this study also attempted to view and submit the form and as well as its limits and criticism.

The study concluded that Black & scholes model can be used to evaluate the hybrid securities, especially in light of developments that require accounting to determine the fair value of derivatives contracts ;