What does the Black-Scholes stock option pricing model assume about the probability distribution of the stock price

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What does the Black-Scholes stock option pricing model assume about the probability distribution of the stock price in one year? What does it assume about the continuously compounded rate of return on the stock during the year?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:02 AM

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What does the Black-Scholes stock option pricing model assume about the probability distribution of the stock price

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Options Futures And Other Derivatives

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