The Statistical Properties of the Black–Scholes Option Price (Q4354433)
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scientific article; zbMATH DE number 1061366
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| default for all languages | No label defined |
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| English | The Statistical Properties of the Black–Scholes Option Price |
scientific article; zbMATH DE number 1061366 |
Statements
The Statistical Properties of the Black–Scholes Option Price (English)
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18 September 1997
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put-call parity
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estimated option price
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smile effects
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Black-Scholes option price
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0.7807161808013916
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0.7755193114280701
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0.7748504281044006
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0.7738483548164368
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