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Black-Scholes Option Pricing Model
Author

Ross M. Miller
Organization: Miller Risk Advisors
Old MathSource #

0209-270
Revision date

1998-02-06
Description

This package provides a Mathematica implementation of the Black-Scholes option pricing model, which has numerous financial applications in asset valuation and risk management. A detailed description of this implementation can be found in The Mathematica Journal, v1n1, p.75.
Subject

*Business and Economics
Keywords

Black Scholes, Options, asset valuation, risk management, securities
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BlackScholes.m (5.6 KB) - Mathematica package