What are the assumptions of the Black-Scholes Option Pricing
Model? Discuss each assumption
90.2K
Verified Solution
Link Copied!
Question
Finance
What are the assumptions of the Black-Scholes Option PricingModel? Discuss each assumption
Answer & Explanation
Solved by verified expert
4.1 Ratings (564 Votes)
Assumptions of BlackScholes Option Pricing Model 1 Efficient markets It assumes that market or stock movements can not predicted It can go down or up at any time 2 Volatility
See Answer
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Zin AI - Your personal assistant for all your inquiries!