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Black–Scholes model

Known as: Midas formula, Black-Scholes pricing formula, Midas (disambiguation) 
The Black–Scholes /ˌblæk ˈʃoʊlz/ or Black–Scholes–Merton model is a mathematical model of a financial market containing derivative investment… 
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Related topics

Related topics

19 relations
Black modelBrownian model of financial marketsDatar–Mathews method for real option valuationEquation solving

Papers overview

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2010
2010
Strategies employed by Barclays Bank of Kenya to achieve competitive advantage
Competitive advantage is an advantage over competit ors gained by offering consumers greater value that justifies higher price s… 
2009
2009
On some universal sigma finite measures and some extensions of Doob's optional stopping theorem
In this paper, we associate, to any submartingale of class (Σ), defined on a filtered probability space (Ω,F , P, (Ft)t≥0), which… 
Review
2008
Review
2008
An evaluation of how dividend policies impact on the share value of selected companies
Wealth maximisation for shareholders is a combination of dividend payouts and an increase in share price. Management, as… 
2006
2006
An Introduction to Computational Finance Without Agonizing Pain
2 The Black-Scholes Equation 4 2.1 Background… 
2006
2006
Options hedging under liquidity costs
Following the framework of Cetin, Jarrow and Protter (4) we study the problem of super-replication in presence of liquidity costs… 
2004
2004
The effects of fire on behaviour and relative abundance of three lizard species in an Amazonian savanna
Most savanna areas are affected by fire (San José & Fariñas 1983, Scholes & Archer 1997), and presumably all of the fauna that… 
2002
2002
Manipulating Surface Water Availability to Manage Herbivore Distributions in the Kruger National Park, South Africa
Manipulating surface water availability to manage herbivore distributions in the Kruger National Park, South Africa by Jessica… 
2000
2000
The Henstock Integral and the Black-Scholes Theory of Derivative Asset Pricing
The classical Black-Scholes-Merton method for pricing European call options uses the Itˆo calculus to model the processes… 
1998
1998
Endophytic bacteria - method for isolation and antagonistic potential against cabbage black rot.
1950
1950
The significant chemical components of Western Hemlock. Douglas Fir, Western Red Cedar, Loblolly Pine and Black Spruce.