dreamchef / black-scholes-options-pricing Goto Github PK
View Code? Open in Web Editor NEWTests 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.
Home Page: https://lnkd.in/gUF5sJic
License: GNU General Public License v3.0