The Black—Scholes Formula

J. C. Cox, S. A. Ross and M. Rubinstein

Chapter Chapter 14 in Mathematical Finance and Probability, 2003, pp 247-255 from Springer

Abstract: Abstract An introduction to mathematical finance would not be complete without an exposition of its most famous result: the Black—Scholes formula for the price of European call and put options.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-0348-8041-1_14

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DOI: 10.1007/978-3-0348-8041-1_14

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