Curvature arbitrage
The Black-Scholes model is one of the most important concepts in modern financial theory. It was developed in 1973 by Fisher Black, Robert Merton and Myron Scholes and is still widely used today, and regarded as one of the best ways of determining fair prices of options. In the class...
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| Language: | English |
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University of Iowa
2007
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| Online Access: | https://ir.uiowa.edu/etd/166 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=1351&context=etd |