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gptkbp:instanceOf
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gptkb:mathematical_concept
gptkb:financial_technology
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gptkbp:appliesTo
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gptkb:European_options
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gptkbp:assumes
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constant volatility
frictionless markets
lognormal distribution of stock prices
no arbitrage
no dividends
constant risk-free rate
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gptkbp:category
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mathematical finance
derivatives pricing
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gptkbp:developedBy
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gptkb:Robert_C._Merton
gptkb:Myron_Scholes
gptkb:Fischer_Black
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https://www.w3.org/2000/01/rdf-schema#label
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Black-Scholes formula
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gptkbp:influenced
|
modern financial engineering
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gptkbp:input
|
volatility
risk-free interest rate
stock price
strike price
time to expiration
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gptkbp:NobelPrizeYear
|
gptkb:Robert_C._Merton
gptkb:Myron_Scholes
|
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gptkbp:output
|
call option price
put option price
|
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gptkbp:publishedIn
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1973
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gptkbp:relatedTo
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gptkb:Greeks_(finance)
gptkb:Black-Scholes_model
Implied volatility
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gptkbp:usedFor
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option pricing
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gptkbp:bfsParent
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gptkb:Black-Scholes_equation
gptkb:Black-Scholes_model
gptkb:The_Pricing_of_Options_and_Corporate_Liabilities
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gptkbp:bfsLayer
|
6
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