About Black Scholes Formula
Black-Scholes formula according to Cox, J.C. and Rubinstein, M., Options Markets, Prentice-Hall, calculates call value, implied volatility & greeks. Executive stock options may be valued as call. Adjust for dividends by...
Black-Scholes formula according to Cox, J.C. and Rubinstein, M., Options Markets, Prentice-Hall, calculates call value, implied volatility & greeks. Executive stock options may be valued as call. Adjust for dividends by inputting dividend yield, or deducting their present value from stock price.new: http://bit.ly/cpXoz5
Previous Versions
Here you can find the changelog of Black Scholes Formula since it was posted on our website on 2015-04-25 03:00:00.
The latest version is 1.3 and it was updated on 2024-04-23 10:50:30. See below the changes in each version.
Black Scholes Formula version 1.3
Updated At: 2010-08-25
Changes: Several fixes and updates
Black Scholes Formula version 1.3
Updated At: 2010-08-25
Disclaimer
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