From LibreFind
Jump to: navigation, search
Advanced search
About 18 results found and you can help!
Simulated geometric Brownian motions with parameters from market data

The Black–Scholes model or Black–Scholes–Merton is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European-style options. The formula led to a boom in options trading and legitimised scientifically the activities of the Chicago Board Options Exchange and other options markets around the world. lt is widely used by options market participants. Many empirical tests have shown the Black–Scholes price is “fairly close” to the observed prices, although there are well-known discrepancies such as the “option smile”.

[Add/rearrange links]

Gallery for «Black–Scholes»

Average relevance

[Add/rearrange links]

Low relevance

[Add/rearrange links]

This results page includes content from Wikipedia which is published under CC BY-SA.