现在,布莱克-舒尔斯定价公式(Black-Scholes pricing formula)已被期货 市场参与者广泛接受,该公式如下:
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Black-Scholes options pricing formula 期权定价模型
The Black-Scholes option pricing formula 布莱克斯科尔斯期权定价公式
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At Goldman he rose to the level of Managing Director and co-invented the tool for pricing options on Treasury bonds with Goldman colleagues Bill Toy and the late Fischer Black, of Black-Scholes formula fame.
FORBES: A Review of Emanuel Derman's New Book: Models.Behaving.Badly.
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