Difference between revisions of "Black-Scholes option pricing model"

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Latest revision as of 02:11, 30 October 2019

Black-Scholes option pricing model is a model to estimate the value of a call option. It is widely used by options traders.


Definitions

According to Financial Management Theory and Practice by Eugene F. Brigham and Michael C. Ehrhardt (13th edition),

Black-Scholes option pricing model. A model to estimate the value of a call option. It is widely used by options traders.

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