An Option Pricing Model
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Abstract
Abstract A non-stochastic hyperbolic function that leads to an option pricing model for the stock markets is introduced. It's relationship with normal distribution and a generalized normal distribution has been shown, thus corroborating the use of stochastic option pricing models, but eliminating their use in a straightforward manner. JEL Code: G13.
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- last seen: 2026-05-19T01:45:01.086888+00:00