IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-05089795.html
   My bibliography  Save this paper

European Put Option Valuation with Statistical Tests for Capital Market Investments

Author

Listed:
  • Wobo Omezuruike Gideon

    (Department of Mathematics & Statistics, Captain Elechi Amadi Polytechnics, Port Harcourt, Nigeria.)

  • Essi Isaac Didi

    (Department of Mathematics Rivers State University Nkpolu Oroworokwo, Port Harcourt, Nigeria.)

  • Davies Iyai, A.

    (Department of Mathematics Rivers State University Nkpolu Oroworokwo, Port Harcourt, Nigeria.)

  • Nwaoburu Adols Okechukwu

    (Department of Mathematics Rivers State University Nkpolu Oroworokwo, Port Harcourt, Nigeria.)

Abstract

The analysis of European put option implies contracts which permit investors to sell particular number of securities within specified time frame at a predetermined price. In particular, the Black-Scholes put option were investigated on the share prices of Fidelity, Access and Merged Banks which paved way to obtain put option close form prices. The table results were presented on disparities of put option prices at specified time frame and the effect of the relevant parameters were discussed. Also, the share prices were subjected to statistical test using Bartlett's test, Fisher's F-max test and Cocharan's C-test. The results show that the variances of the shares prices are different from Bartlett and Fisher tests while Cocharan's C-test was on the contrary which informs investors to make some vital decisions. The results presented here will also be beneficial to banks managements for decision making depending on their share price changes.

Suggested Citation

  • Wobo Omezuruike Gideon & Essi Isaac Didi & Davies Iyai, A. & Nwaoburu Adols Okechukwu, 2025. "European Put Option Valuation with Statistical Tests for Capital Market Investments," Post-Print hal-05089795, HAL.
    • Handle: RePEc:hal:journl:hal-05089795
    DOI: 10.56557/ajefm/2025/v7i1279
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-05089795. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.