Rial, "A Black-Scholes option pricing model
with transaction costs," Journal of Mathematical Analysis and Applications, vol.
Option pricing theory has been an unprecedented development since the classic Black-Scholes option pricing model
 was proposed.
Wang, "Solution of the fractional Black-Scholes option pricing model
by finite difference method," Abstract and Applied Analysis, vol.
By incorporating clear verbiage, clever vignettes and to-the-point explanations complete with interesting historical references, Pricing the Future makes for a fascinating account of not only the Black-Scholes option pricing model
, but of modern finance in general.
The Black-Scholes Option Pricing Model
is Used by the company to determine the fair value of options.
The Fischer Black Prize is awarded biannually to a financial economist under age 40 for a body of original research that is relevant to finance practice as exemplified by the research of the late Fischer Black, the co-author of the seminal Black-Scholes option pricing model
and other highly original contributions.
The excellent appendix that describes the Black-Scholes Option Pricing Model
can be found at http://highered.mcgraw-hill.com/sites/dl/free/0073041696 /315960/App_sau4170x_app10.pdf.
It examines volatility and the Black-Scholes option pricing model
Do you use the Black-Scholes Option Pricing Model
? Have you had to deal with option backdating?
A mathematical extension of this process to a continuous time period with a wider distribution of outcomes is obtained with the Black-Scholes option pricing model
. While mathematically complex, the latter model is useful to examine what factors influence option value.
Hammer, 1989, "On Biases Reported in Studies of the Black-Scholes Option Pricing Model
", Journal of Economics and Business, 41:153-169