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Examples
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The idea that significant arbitrage opportunities are unlikely to exist and certainly do not persist is precisely the mechanism behind the Black-Scholes option-pricing model that Mr. Derman admires as a financial model behaving pretty well.
Physics Envy Burton G. Malkiel 2011
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At Freddie Mac, where I used to work, we called this the default option, and we used option-pricing models to predict default on the basis of equity.
Housing Bubble, Again, Arnold Kling | EconLog | Library of Economics and Liberty 2009
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Based on an option-pricing model, the value of Warburg's warrants range from $3.14 to $6.55 a share.
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Implied volatility is calculated by using an option-pricing model Black-Scholes for stocks and indices and Black for futures.
Options Glossary U-Z 2006
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I also applied option-pricing theory to the valuation of deposit insurance, market-timing information, corporate investment decisions, and implicit labor contracts.
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The Chicago Board Options Exchange introduced trade in options in April 1973, one month before publication of the option-pricing formula.
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The option-pricing formula was the solution of a more than seventy-year old problem.
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Many types of insurance contracts and guarantees can be valued using modern option-pricing theory.
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(Fischer Black, who undoubtedly would have shared the prize — the option-pricing formula is known as "Black/Scholes" — died in 1995.)
How to Think About the Stock Market Alcaly, Roger E. 1998
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The fair values of the Restricted Options and new option grants are calculated using a Black-Scholes option-pricing model and a Binomial Lattice option-pricing model continues to be used to value the Share Rights.
unknown title 2012
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