Explain why the Black-Scholes model is inappropriate if the stock can gap.

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 10, 2024 01:00 AM

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Explain why the Black-Scholes model is inappropriate if the stock can gap.

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The BlackScholes model is a mathematical model used in financial markets to calculate the theoretica...View the full answer

Derivatives Principles And Practice

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