BLACKSCHOLES OPTIONPRICING MODEL
Black-Scholes option-pricing model: translation
A model for pricing call options based on arbitrage arguments that uses the stock price, the exercise price, the risk-free interest rate, the time to expiration, and the standard deviation of the stock return. The New York Times Financial Glossary
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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. Developed by Fischer Black and Myron Scholes in 1973. Bloomberg Financial Dictionary