correction to black-scholes american option prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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50 60 70 80 90 100 110 1200
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50 60 70 80 90 100 110 1200
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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7075
8085
9095
100105
11010
5
0
5
10
0
0.2
0.4
0.6
0.8
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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50 60 70 80 90 100 110 1200
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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50 60 70 80 90 100 110 1200
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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0
0.1
0.2
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8085
9095
100105
110115
120
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7/27/2019 Correction to Black-Scholes American Option Prices
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0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.590
92
94
96
98
100
Time
0 0.5 1 1.5 2 2.5 3
x 103
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0.08
0.06
0.04
0.02
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7/27/2019 Correction to Black-Scholes American Option Prices
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0.1
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80
90
100
110
120
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0.8
1
1.2
1.4
1.6
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7/27/2019 Correction to Black-Scholes American Option Prices
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80 85 90 95 100 105 110 115
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7/27/2019 Correction to Black-Scholes American Option Prices
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95 100 105 110 115
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7/27/2019 Correction to Black-Scholes American Option Prices
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