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Analysis | Derivatives | Financial | Instruments | Options | Resources
Black-Scholes-Merton (BSM) Model
Notes The model was published by; Note: When the Black-Scholes paper “The Pricing of Options and Corporate Liabilities” was published in 1973, Fischer Black was listed as being affiliated with the University of Chicago, while Myron Scholes was listed with the Massachusetts Institute of Technology (MIT) Sloan School of Management. This appears reversed because, although…