Black-Scholes option-pricing model A model for pricing call options based on arbitrage arguments. Uses the stock price, the exercise price, the risk-free interest rate, the time to expiration, and the expected standard deviation of the stock return. Developed by Fischer Black and Myron Scholes in 1973.
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"We are born at a given moment, in a given place and, like vintage years of wine, we have the qualities of the year and of the season of which we are born. Astrology does not lay claim to anything more." -- Carl Gustav Jung