Black-Scholes model

English

Etymology

Named after Fischer Black and Myron Scholes, involved in its development.

Noun

Black-Scholes model (plural Black-Scholes models)

(economics) A mathematical model for the dynamics of a financial market containing derivative investment instruments.

Related terms

Black-Scholes equation
Black-Scholes formula

This article is issued from Wiktionary. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.