Black Scholes Model

Views Updated: Dec 15, 2025

Key Facts

Abbreviation
BSM
Pronunciation
/blæk skoʊlz ˈmɑdəl/
Category
Miscellaneous
Related Field
Unclassified

Examples in Context

  1. Black Scholes model has solved European option pricing in efficient market successfully.
  2. Multi dimensional Black Scholes model with non constant coefficients on future option is established in this paper.
  3. Analyses the limitation of Black Scholes model for the pricing of interest rate derivative products.
  4. We prove the stationary of Xt under Black Scholes model and the simulation data and the test based on this data support the stationary of Xt.
  5. Black Scholes Model(BSM) and It ′ s Expansion

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