On the computation of option prices and sensitivities in the Black–Scholes–Merton model (Q4646779)
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scientific article; zbMATH DE number 7001514
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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14 January 2019
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option pricing
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Black-Scholes-Merton model
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volatility
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interest rate
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dividend rate
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