Article Archive For Keyword: BlackScholes

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• Black-Scholes vs. Cox-Ross-Rubinstein By John W. Labuszewski and John E. Nyhoff

  ARTICLE SYNOPSIS...Black-Scholes vs. Cox-Ross-Rubinstein By John W. Labuszewski and John E. Nyhoff Professors Fischer Black and Myron Scholes of the University of Chicago introduced, in 1973, what was to become the most commonly cited option pricing model. This was a fort

AUTHOR: Technical Analysis, Inc.DATE: OCT 1988

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• Looking At Minute-By-Minute Stock Option Data, Part 3: Alternatives To Black-Scholes

  ARTICLE SYNOPSIS...Many concerns have been expressed over the years about the assumptions made by the Black-Scholes model (and some other option models) with regard to the volatility and continuity in the markets. When trading very short-term option contracts, do the model

AUTHOR: Greg AharonianDATE: NOV 2023

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• The Black-Scholes Model Demystified

  ARTICLE SYNOPSIS...The Black-Scholes formula looks complicated but understanding its key components actually only requires some basic arithmetic and elementary algebra. Since trading derivatives always involves this model in one way or another, we'll break down the logic b

AUTHOR: Ken MuranakaDATE: AUG 2019