BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS

Turcan Radu Olimpiu Calin ()
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Turcan Radu Olimpiu Calin: Academia de Studii Economice - Bucuresti,

Annals of Faculty of Economics, 2010, vol. 1, issue 2, 795-799

Abstract: Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time.

Keywords: stocks; options; futures; forward; portofolio; model (search for similar items in EconPapers)
JEL-codes: G12 G13 (search for similar items in EconPapers)
Date: 2010
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