„BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS”
Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time.
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| Format: | Article |
| Language: | deu |
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University of Oradea
2010-12-01
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| Series: | Annals of the University of Oradea: Economic Science |
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| Online Access: | http://anale.steconomiceuoradea.ro/volume/2010/n2/126.pdf |
| Summary: | Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time. |
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| ISSN: | 1222-569X 1582-5450 |