Harvard Business School6y
Black-Scholes Option Pricing Program for the HP 12C Calculator
Perold, Andre F. "Black-Scholes Option Pricing Program for the HP 12C Calculator." Harvard Business School Background Note 285-057, November 1984.
Cambridge University Press1y
The Black–Scholes Model
Fraszka-Sobczyk, Emilia 2023. Limiting Cases of the Black-Scholes Type Asymptotics of Call Option Pricing in the Generalised CRR Model. Acta Universitatis Lodziensis. Folia Oeconomica, Vol. 2, Issue.
Cambridge University Press3y
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
Makowski, Marcin and Piotrowski, Edward W. 2024. A Non-Stochastic Special Model of Risk Based on Radon Transform. Entropy, Vol. 26, Issue. 11, p. 913.
lse2y
The Mathematics of the Black and Scholes Theory
The mathematics of the Black & Scholes methodology follow. In particular, the expression of European contingent claims as expectations with respect to the risk-neutral probability measure of the ...