The Analysis of Black-Scholes Option Pricing
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| Title | The Analysis of Black-Scholes Option Pricing |
| Authors | |
| Abstract | This paper makes a more detailed description of the assumptions of the model and the mathematics derivation process of the formula, and analyzes the sensitivity of the option value of each variable of the model. According to the empirical analysis, we find that the Black-Scholes Model has a strong practicality, but also has some limitimations, further research is needed. |
| Publisher | World Science Publisher |
| Date | 2012-06-26 |
| Source | 2167-6348 |
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