# Posts tagged ‘Option Pricing’

- A key assumption of the Black-Scholes-Merton option valuation model is: on September 24, 2016

- The Black-Scholes-Merton model can be interpreted as: on September 24, 2016

- Assumptions of the Black-Scholes-Merton Model on October 20, 2015

- Risk-neutral Probability of an up-move on October 20, 2015

- Black-Scholes-Merton Model & “Greek Risk” on October 12, 2015

- Minimum Value of European Call Option on June 11, 2012