Koceva Lazarova, Limonka and Miteva, Marija and Stojkovic, Natasa (2012) The Black-Scholes model and valuation of the European Call option. Yearbook of the Faculty of Computer Science, 1 (1). ISSN 1857- 8691
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Official URL: http://js.ugd.edu.mk/index.php/YFCS/article/view/3...
Abstract
In this paper will be considered the simple continuous time model of Black-Scholes.
The Black-Scholes formula for valuation of the European Call Option will be shown. It will be
given a review of the background of this model and also the basic concepts of stochastic or
Ito calculus that are necessary to explore the model.
| Item Type: | Article |
|---|---|
| Subjects: | Natural sciences > Matematics |
| Divisions: | Faculty of Computer Science |
| Depositing User: | Marija Miteva |
| Date Deposited: | 01 Oct 2013 13:54 |
| Last Modified: | 25 Oct 2021 07:11 |
| URI: | https://eprints.ugd.edu.mk/id/eprint/7606 |
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