Mautner, Karin (contributor) - 2006
Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1.1 The Black-Scholes Model ….
In this thesis we considered a one-dimensional Black-Scholes model for the evaluation of
American put and call options … called Black-Scholes model the assets follow a
geometric Brownian motion. Finally, we establish the famous results of Black …