See Also: Black-Scholes option-pricing model(money)
Two-state option pricing model(finance)
Two-state option pricing model(money)
Binomial option pricing model(finance)
Binomial option pricing model(money)
Garman-Kohlhagen option pricing model(money)
Garman-Kohlhagen option pricing model(finance)
Black-scholes, SICAV, S.A.(finance)
Asset pricing model(money)
Merchant model pricing(tourism)

Black-Scholes option-pricing model (money)


Definition: [crh] A model for pricing call options based on arbitrage arguments. Uses the stock price, the Definition: cise">exercise price, the risk-free interest rate, the time to expiration, and the Definition: ed standard+deviation">expected standard deviation of the stock return. Developed by Fischer Black and Myron Scholes in 1973.