On the computation of option prices and sensitivities in the Black-Scholes-Merton model (Q4646779)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7001514
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the computation of option prices and sensitivities in the Black-Scholes-Merton model |
scientific article; zbMATH DE number 7001514 |
Statements
On the computation of option prices and sensitivities in the Black–Scholes–Merton model (English)
0 references
14 January 2019
0 references
option pricing
0 references
Black-Scholes-Merton model
0 references
volatility
0 references
interest rate
0 references
dividend rate
0 references
0.7661961913108826
0 references
0.7661075592041016
0 references
0.7653612494468689
0 references
0.7646353840827942
0 references
