RT Journal Article
SR Electronic
T1 Four Things You Might Not Know About the Black-Scholes Formula
JF The Journal of Derivatives
FD Institutional Investor Journals
SP 77
OP 81
DO 10.3905/jod.2007.699047
VO 15
IS 2
A1 Rolf Poulsen
YR 2007
UL https://pm-research.com/content/15/2/77.abstract
AB More than 40 years of playing around with the Black-Scholes equation has produced a large number of insights about its properties. Some are just cute little mathematical tidbits; others may have considerable value for practitioners, even if they amount to no more than useful rules-of-thumb or computational tricks; and some actually reflect deep mathematical properties of the Black-Scholes framework. In this article, Poulsen discusses several such neat little results about the option pricing model.TOPICS: Options, statistical methods, fundamental equity analysis