Question
Explain why the Black-Scholes model is inappropriate if the stock can gap.
Explain why the Black-Scholes model is inappropriate if the stock can gap.
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BlackScholes Model It is a model which represents the continuous fluctuat...Get Instant Access to Expert-Tailored Solutions
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Bond Markets Analysis and Strategies
Authors: Frank J.Fabozzi
9th edition
133796779, 978-0133796773
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