Black-Scholes model
Statement
New method to determine the value of derivatives.
Formula
C = S N(d₁) − K e^{−rT} N(d₂)
Source
Nobel Memorial Prize in Economic Sciences 1997. New method to determine the value of derivatives.
Domains
economics
New method to determine the value of derivatives.
C = S N(d₁) − K e^{−rT} N(d₂)
Nobel Memorial Prize in Economic Sciences 1997. New method to determine the value of derivatives.
economics
Canonical: https://axiom.tanaakk.com/theorem/scholes-nobel-econ-1997/