![Sample our Economics, Finance,Business & Industry journals, sign in here to start your access, latest two full volumes FREE to you for 14 days]({"type":"image" , "src" : "/sda/5931/TOC-Subject-Sample-2021-Economics-Finance-Business-Industry.jpg"})
Abstract
In this paper the authors develop a bias-adjusted Black and Scholes option pricing model using arguments based on Jensen's Inequality. The properties of the Black and Scholes option price are analysed. Some calculations from simulation that resembles UK data on the FT-SE 100 index European options are presented.