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n Investment Analysts Journal - Investment basics : XLII. Options pricing using the Black-Scholes model

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Abstract

Extracted from text ... Number 52 - Part 5 GTF Brooke and ET Fraser* Investment Basics: XLII. Options pricing using the Black-Scholes Model GTF Brooke is a research assistant and ET Fraser is a lecturer at the School of Management Studies, University of Cape Town, Private Bag, Rondebosch 7700, Republic of South Africa. Email: gbrooke@commerce.uct.ac.za or efraser@commerce.uct.ac.za The authors would like to thank Herman Steyn and Guy Toms of Prescient Investment Management for input and comments. 1. Introduction The Black-Scholes option-pricing model is possibly the most widely taught, and best-known option pricing model in finance today. The model was first presented in the 1973 ..

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/content/invest/2000/52/EJC46724
2000-01-01
2016-12-04
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