Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
visualization
data-visualization
scientific-computing
partial-differential-equations
differential-equations
financial-data
financial-analysis
mathematical-modelling
black-scholes
error-analysis
financial-mathematics
black-scholes-merton
scientific-programming
black-scholes-model
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Updated
Feb 19, 2024 - Python