Timeline for How to obtain true probabilities from Black-Scholes?
Current License: CC BY-SA 3.0
3 events
when toggle format | what | by | license | comment | |
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Apr 22, 2022 at 16:22 | comment | added | Drunk Deriving | You need to discount at the option's actual expected return, not the risk-free rate in the last step, to get the correct price. | |
Jan 30, 2012 at 13:28 | vote | accept | Sergei | ||
Jan 29, 2012 at 22:37 | history | answered | Max Li | CC BY-SA 3.0 |