The Black-Scholes Formula

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type 01 Jan 2013 English Publisher:Springer Basel

Authors: Hansjoerg Albrecher; Andreas Binder; Volkmar Lautscham; Philipp Mayer;

doi: 10.1007/978-3-0348-0519-3_7

The Black-Scholes Formula

- Summary
- Metrics

Abstract

For the Black-Scholes model, as introduced in the last chapter, we can now derive the no-arbitrage price of a European-style option – the so-called Black-Scholes formula. In Section 7.1, we will discuss a direct approach to obtaining the Black-Scholes formula as the solution of a partial differential equation.

Related Organizations

University of Lausanne
Switzerland
Graz University of Technology
Austria

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	0
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average

Found an issue? Give us feedback

0

Average

Upload OA version

Are you the author of this publication? Upload your Open Access version to Zenodo!

It’s fast and easy, just two clicks!

uploadUpload now