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Query shown: Autor: "0to60" <holeshot60_nospam_@yahoo.com>
Number of results: 1 messages
What is the role of interest in black scholes?
2008-10-06 21:22:50 | 0to60 Other posts by this author
I've always wondered about this but never got a definitive answer. Interest is an
input to Black Scholes. How exactly is it being used? Is it being used in a
cost-of-carry context such
[ more]
Group : misc.invest.options
