Oct 3, 2022
Hi Paulino, yes the closed form solution of Black 76 would get used for pricing European options. For handling early exercise like American option, some numerical technique like Finite Difference or Trees can be used
Hi Paulino, yes the closed form solution of Black 76 would get used for pricing European options. For handling early exercise like American option, some numerical technique like Finite Difference or Trees can be used
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