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Does any one have the Black-Scholes formula for a European call with time-dependent but deterministic interest rate and dividend yield ?

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  • $\begingroup$ Do you mean stochastic interest rate and dividend yield? Then you need to specify a respective model for them, for example, the Hull-White interest rate model. $\endgroup$ – Gordon Jul 8 '15 at 14:00
  • $\begingroup$ No, I nedd the formula with deterministic rate and dividend yield. $\endgroup$ – Xtrader Jul 9 '15 at 7:37
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    $\begingroup$ Yes, I think someone has it . $\endgroup$ – emcor Jul 9 '15 at 12:22
  • $\begingroup$ For deterministic interest rate and dividend yield, see quant.stackexchange.com/questions/16339/… $\endgroup$ – Gordon Jul 9 '15 at 12:41
  • $\begingroup$ In addition, how about the volatility? Is it a constant or deterministic? $\endgroup$ – Gordon Jul 9 '15 at 17:25

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