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Black-Scholes model


A model for pricing tradable call options. This model implies a formula, the Black-Scholes formula.

See Fischer Black and Myron Scholes, 1973, The Pricing of Options and Corporate Liabilities, Journal of Political Economy 31, 637--654.


Steven Huddart
Smeal College of Business, Penn State University, University Park, PA 16802-3603 USA
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http://personal.psu.edu/sjh11/OptionGlossary/BlackScholesModel.shtml
was last updated on Fri, Dec 16, 2016.
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