 Definition of Black - Scholes Model - Finance dictionary
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Black - Scholes Model ((See Chapter 24 of the Vernimmen))
Black - Scholes model, one of the most widely used approaches to valuing options, prices the European-style options. It is based on the construction of a portfolio composed of the underlying asset and a certain number of options such that the portfolio is insensitive to fluctuations in the price of the underlying asset.
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Definitions of terms begining
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Black - Scholes Model ((See Chapter 24 of the Vernimmen))
Black - Scholes model, one of the most widely used approaches to valuing options, prices the European-style options. It is based on the construction of a portfolio composed of the underlying asset and a certain number of options such that the portfolio is insensitive to fluctuations in the price of the underlying asset.
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