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...

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Bibliographic Details
Main Author: Драган Јањић
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

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