An option pricing model focus on spread based on the stock price of Eli Lilly and Novo Nordisk
Nowadays, the competition between Eli Lilly and Novo Nordisk is the epitome of the “two-man battle” in the global diet drug and diabetes treatment market. In this study, a European call spread option was designed to accurately capture the competitive dynamics between Eli Lilly and Company (LLY) and...
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2025-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2025/09/shsconf_icdde2025_02024.pdf |
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