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A closed-form pricing formula of European options is obtained by Fischer Black and Myron Scholes (1973). In such a European option, the payoff depends `linearly'' on the underlying asset price at the expiration time. An power option has a pay
A closed-form pricing formula of European options is obtained by Fischer Black and Myron Scholes (1973). In such a European option, the payoff depends `linearly'' on the underlying asset price at the expiration time. An power option has a pay
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/33542906004673746475
