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File:Chart to scalar vs. black sholes.jpg

Chart_to_scalar_vs._black_sholes.jpg ‎(616 × 230 pixels, file size: 20 KB, MIME type: image/jpeg)

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English: The magenta function is the call price of an option priced with Black Scholes. The blue is the option priced with Chart to Scalar. It may be optimal to buy options with an expiration before the intersection or in this example, t=16.
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Author User4432

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current21:45, 11 July 2013Thumbnail for version as of 21:45, 11 July 2013616 × 230 (20 KB)User4432 (talk | contribs)User created page with UploadWizard

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