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Black-Scholes Option Pricing Model
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| Organization: | Miller Risk Advisors |
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0209-270
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1998-02-06
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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.
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Black Scholes, Options, asset valuation, risk management, securities
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| BlackScholes.m (5.6 KB) - Mathematica package |
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