Black-Scholes option-pricing model - A model for pricing call options based on arbitrage arguments. Uses the stock price, the exercise price, the risk-free interest rate, the time to expiration, and the expected standard deviation of the stock return. Invented by Fischer Black and Myron Scholes in 1973.
Black-Scholes option-pricing model : a model for pricing call options based on arbitrage arguments. uses the stock price, the exercise price, the risk-free interest rate, the time to expiration, and the expected standard deviation of the stock return. invented by fischer black and myron scholes in 1973.
Black-Scholes option-pricing model