Home > Term: Black-scholes option-pricing model
Black-scholes option-pricing model
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.
- Sõnaliik: noun
- Valdkond/domeen: Financial services
- Category: General Finance
- Company: Bloomberg
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