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Published in:
Derivatives Read chapter Read first chapter

2019 | OriginalPaper | Chapter

6. Black–Scholes Option Pricing Model

Authors : Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner

Published in: Statistics of Financial Markets

Publisher: Springer International Publishing

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Abstract

Simple, generally accepted economic assumptions are insufficient to develop a rational option pricing theory.

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previous chapter Stochastic Integrals and Differential Equations
next chapter Binomial Model for European Options
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Metadata
Title
Black–Scholes Option Pricing Model
Authors
Jürgen Franke
Wolfgang Karl Härdle
Christian Matthias Hafner
Copyright Year
2019
Book
Statistics of Financial Markets

Print ISBN: 978-3-030-13750-2

Electronic ISBN: 978-3-030-13751-9

Copyright Year: 2019

DOI
https://doi.org/10.1007/978-3-030-13751-9_6