option pricing model

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A mathematical formula for determining the price at which an option should trade. The model expresses the value of an option as a function of the value of the underlying asset, length of time until maturity, exercise price, yields on alternative investments, and risk. See also Black and Scholes Model.

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Arbitrage-free option-pricing models
Binomial Option Pricing Model

Black-Scholes option-pricing model
Garman-Kohlhagen option pricing model

Heath-Jarrow-Morton Model - HJM Model
Put-Call Parity

Two-state option pricing model
Yield curve option-pricing models

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option holder
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option premium
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option pricing model
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