Explain Black–Scholes model
Explain Black–Scholes model.
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The Black-Scholes model is depends on geometric Brownian motion for asset price S as
dS = µSdt + σSdX.
The Black-Scholes partial differential equation for value V of an alternative is then
∂V/∂t + ½ σ2S2 (∂2V/∂S2) + rS (∂V/∂S) - rV = 0
this assignment contains two parts theoretical and coding the code has to be a new. old code and modified code will appear in the university website .
Who derived the Black–Scholes Equation?
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How to get calculus homework done from tutor
The homework is attached in the first two files, it's is related to Sider's book, which is "Logic for philosophy" I attached this book too, it's the third file.
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