BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS

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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Veröffentlicht in:Analele Universităţii din Oradea. Ştiinţe economice 2010-12, Vol.1 (2), p.795-799
1. Verfasser: Turcan Radu Olimpiu Calin
Format: Artikel
Sprache:ger
Schlagworte:
forward
futures
options
portofolio
stocks
Online-Zugang:Volltext
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Zusammenfassung: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.
ISSN:1222-569X
1582-5450