| 释义 |
Black and Scholes Model Black Scholes ModelA model for mathematically pricing options. The model takes into account the strike price, the time until the expiration date, the price of the underlying asset, and the standard deviation of the underlying asset's return. The model assumes that the option can only be exercised on the expiration date, that it will provide a risk-free return, and that the volatility of the underlying asset will remain constant throughout the life of the contract. The calculation is slightly different for calls and puts. See also: Option Adjusted Spread, Option Pricing Curve.Black and Scholes Model A relatively complicated mathematical formula for valuing stock options. The Black and Scholes Model is used in options pricing to determine whether a particular option should be selling at a price other than the one at which it currently trades. |