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probability density

Currencies Equity Indices Markets Old Articles Quantitative Finance

Volatility Shapes

The famous Black-Scholes model is a mathematical model used for pricing financial derivatives. It is particularly useful because it offers an explicit formula for the value of a European option in terms of time to expiry of the contract T, risk-free interest rate r, strike price of the option K, Read more…

By BSIC, 9 years6 November 2016 ago

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