Sentence examples for options pricing model from inspiring English sources

They estimate the value using an options pricing model known as Black-Scholes.

Mr Taleb maintains that models like Black-Scholes, an options pricing model, are inherently flawed.

Both the American and international boards will allow companies to choose the options pricing model they used, either the traditional Black-Scholes model or the newer binomial model.

Myron Scholes, who shared a Nobel Prize for developing the Black-Scholes options pricing model, told the Financial Times this week that no options trades should be canceled.

Using the Black-Scholes options pricing model, one of the most widely employed on Wall Street for valuing derivatives, the professors found that the market might be realistically pricing the stocks of bankrupt companies.

The Black-Scholes options pricing model was new, and Calamos (like his rivals) used it to value the conversion option.

Another major component in options pricing models is volatility, with higher volatility translating into higher values.

Volatility skews measure and account for the limitations found in most options pricing models and uses it to give traders an edge in estimating an option's worth.

I don't focus on your options pricing models and portfolio theory and risk hedging.

Myron Scholes was one of the originators of the Black-Scholes option pricing model.

The ABdC-N scheme (4) for solving the quanto option pricing model is unconditionally stable.