Two academics who had studied, or taught, at the University of Chicago, Fischer Black and Myron Scholes, developed a theory of option pricing.

两个在芝加哥大学求过学的学者，Fischer Black及Myron Scholes共同开发出了期权交易价格理论。

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This is a Chinese language version of an implementation of the Black-Scholes financial model for hedge fund and other pricing.

这是中国实施金融对冲基金和其他定价的布莱克·斯科尔斯模型语言版本。

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This is a Chinese version of an implementation of the Black-Scholes financial model, providing call options and put options. No liability for use is accepted by the developer.

这是实施布莱克·斯科尔斯财务模型的中文版本，提供了看涨期权和看跌期权。接受由开发商使用不承担任何责任。

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This mathematical approach to investing led to the famed Capital Asset Pricing Model by Sharpe, Lintner, and Black, the Option Pricing Model by Black and Scholes, and other important theories.

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The Black-Scholes equation, brainchild of economists Fischer Black and Myron Scholes, provided a rational way to price a financial contract when it still had time to run.

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The Chicago native earned a finance doctorate at the University of Chicago in the early 1970s, when he worked with advisors like Nobel Prize winner Merton Miller and Fischer Black and Myron Scholes, coauthors of the Black-Scholes options pricing model.

FORBES: Money & Investing