Computational modelling
1. Option pricing on sesame price using jump diffusion models

T. Berhane; M. Adam; G. Awgichew; E. Haile

Volume 9, Issue 1 , Winter 2020, , Pages 25-45

http://dx.doi.org/10.22105/riej.2020.209020.1104

Abstract
  In this paper, we aim at developing a model for option pricing to reduce the risks associated with Ethiopian sesame price fluctuations. The White Humera Gondar Sesame Grade 3 (WHGS3) price, which is recorded from 5 November 2010 to 30 March 2018 at Ethiopia Commodity Exchange (ECX) market, is used to ...  Read More