- Home
-
Board
- Editorial Board
- Apply For Reviewer
-
Research Publishing Standards
- Guidelines
- Peer Review Policy
- Short Guide to New Editors
- Retraction Guidelines
- Research Institute
- Recommendations for the Board of Directors
- Editor Research Audit and Service Assessments
- Guidelines for Journals Publishers
- Code of Conduct for Journal Publishers
- Commandment in Social Media
- Suggestions
- Authorship Disputes
- Rights and Responsibilities
- Editors Home
- Visibility
- Information
- Apply for Editorial
- About
- Call for Paper
- Research Community
-
Journals
- Computer Science
-
Medical Research
- A: Neurology & Nervous System
- B: Pharma, Drug Discovery, Toxicology & Medicine
- C: Microbiology & Pathology
- D: Radiology, Diagnostic Imaging and Instrumentation
- E: Gynecology & Obstetrics
- F: Diseasescancer, ophthalmology & pediatric
- G: Veterinary Science & Veterinary Medicine
- H: Orthopedic & Musculoskeletal System
- I: Surgeries & Cardiovascular System
- J: Dentistry & Otolaryngology
- K: Interdisciplinary
- L:Nutrition and Food Science
- Engineering
- Science Frontier Research
- Management
-
Human-Social Science
- A: Arts & Humanities psychology, public administration, library sciences, sports, arts, media, music
- B: Geography, Environmental Science & Disaster Management
- C: Sociology & Culture
- D: History, Archaeology & Anthropology
- E: Economics
- F: Political Science
- G: Linguistics & Education
- H: Interdisciplinary
-
Fellow
-
Support
Global Journals, MA, US×
Hello, how can we assist you?
Complexity of Option Pricing
This paper discusses internal complexity of assets and option pricing. We review the Black-Scholes-Merton equation within economic space point of view. We argue reasons for economic space definition and discuss it’s application for options pricing. Our approach allows revise classical Black-Sholes-Merton model and discovers hidden complication for truthful pricing of assets and options. We derive Black-Sholes-Merton equation on n-dimensional economic space and argue tough problems that should be solved to make option pricing more accurate.
