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2020/02/06 · Black Scholes Model: The Black Scholes model, also known as the Black-Scholes-Merton model, is a model of price variation over time of financial instruments such …

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Compute European Put and Call Option Prices on a Stock Index Using a Black-Scholes Model Open Live Script The S&P 100 index is at 910 and has a volatility of 25% per annum.

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The Pricing of Options and Corporate Liabilities Author(s): Fischer Black and Myron Scholes Source: The Journal of Political Economy, Vol. 81, No. 3 (May - Jun., 1973), pp. 637-654

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