BS formula and the recession (Q2825682)
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scientific article; zbMATH DE number 6638488
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| English | BS formula and the recession |
scientific article; zbMATH DE number 6638488 |
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13 October 2016
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Black-Scholes formula
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financial crisis
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BS formula and the recession (English)
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The author considers the reasons of the financial crisis that started in 2007. He discusses different aspects of the Black-Scholes formula and finally gives his own speculation as the reason of the financial crisis.
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0.7553403377532959
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0.7100316286087036
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