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Monthly Archives: March 2022
Black-Scholes-Merton option pricing model
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) explains the Black-Scholes-Merton model to price options. The Black-Scholes-Merton model (or the BSM model) is the world’s most popular option pricing model. Developed in … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Brownian motion, BSM model, Call option, Derivatives, Option pricing, Options, Put option
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3 Comments