Black-Scholes Model - Maple Application Center
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Black-Scholes Model

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: Maplesoft AuthorMaplesoft
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In this application example, we want to compute the option price using three different methods. The first method is to derive the analytical solution to the option price based on the classical Black-Scholes model. Next, we compute the option price through Monte Carlo simulation based on the Black-Scholes model for stock price estimation. Finally, we use the Black-Scholes differential equation model to estimate the option price.

Application Details

Publish Date: May 06, 2008
Created In: Maple 12
Language: English
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finance black-scholes

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