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BASIS POINTS: SEC Taking a Closer Look at Black-Scholes Use

February 2, 2011

by Karen M. Kroll

in

If your firm has gotten used to using the Black-Scholes Options Price Model (BSOPM) when valuing options and other derivatives, you may want to rethink your practice.

Black-Scholes Not Always the Best Option | Source: The Big Fat Finance Blog.

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On the other hand, assumes

On February 8th, 2012 loans car title (not verified) said:

On the other hand, assumes the same level of volatility over the life of the option.