Timeline for Using Black-Scholes equations to "buy" stocks
Current License: CC BY-SA 2.5
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Mar 24, 2011 at 4:53 | history | edited | chrisaycock | CC BY-SA 2.5 |
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Mar 24, 2011 at 0:36 | comment | added | David Harper | ... actually, the worst part of the model risk is probably that by using BSM you assume the future asset price is lognormaly distributed | |
Mar 24, 2011 at 0:32 | history | answered | David Harper | CC BY-SA 2.5 |