Modifying the Black Scholes Option Pricing Model for


The Black-Scholes formula (also called Black-Scholes-Merton) was the first widely used model for option pricing. The calculation is generally accepted and used on Fot Street and by option traders and has stood the test of time since its publication in 1973. It was the first formula that became popular and almost universally accepted by the option traders to determine what the theoretical price of an option should be based on a handful of variables.




Modifying the Black Scholes Option Pricing Model for

Option Scholes Pricing Model the Modifying for Black