The practical framework of the Black-Scholes model of pricing a european call option: economical and mathematical interpretation
Starting in 1973 with publishing the paper The pricing of Options and Corporate Liabilities, Fischer Black and Myron Scholes made a revolution in the world of fnances. They developed a model for pricing of options called Black-Scholes model, which is nowadays placed in the middle of the economic th...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
University of Banja Luka, Faculty of Economics
2014-07-01
|
Series: | Acta Economica |
Subjects: | |
Online Access: | http://ae.ef.unibl.org/index.php/AE/article/view/79 |