Talk:Black model

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European option

Latest comment: 18 years ago1 comment1 person in discussion

Should it not be said that the price given by the Black formula is for a European call option? 64.86.28.148 19:01, 5 November 2007 (UTC)Reply

Derivation

Latest comment: 15 years ago2 comments2 people in discussion

You wrote "the final formula is the same except that the spot price is replaced by the forward". That is not true, the spot price S is replaced by exp(-rT)*F not by F. 173.56.43.36 (talk) 00:46, 1 June 2011 (UTC)Reply

Good catch. I'll change it now. --DudeOnTheStreet (talk) 01:39, 3 June 2011 (UTC)Reply

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Talk:Black model

European option

Derivation