Developed by Fischer Black & Myron Scholes in 1973, it is the classic modern options pricing model for the valuation of European-style options.

The Option pricing formula initially derived by Fisher Black and Myron Scholes in 1973 for securities Options and later refined by Black in 1976 for Options on futures. The primary inputs are the underlying price, the strike price, the risk-free interest rate, time to expiration, and the standard deviation of the underlying return. The original Black-Scholes option-pricing model was developed to value options primarily on equities. It had a number of restrictive assumptions including the limitation that the underlying asset pays no dividends. The model has since been "modified" to value European options on dividend paying equities. This enhanced model is known as the Modified Black-Scholes Merton European model.

A mathematical model used to calculate the theoretical price of an option.

Black-Scholes Option-Pricing Model Blow off top Bond option

The most widely used means of determining option prices, based on information about the price and volatility of the underlying instrument, and the discounted value of the option's exercise price. Generally less accurate on long-dated options such as warrants. P = SNa - Xe-rtNb , where P = option price S = stock price

The original option pricing model developed by Fischer Black and Myron Scholes in1973. Forms the basis of option pricing today.

an option-pricing model initially derived by Fischer Black and Myron Scholes in 1973 for securities options and later refined by Black in 1976 for options on futures.

A theoretical method of pricing using strike price, market price, interest rates, expiration date and other factors.

An algorithm/formula created by Fischer Black and Myron Scholes, used to estimate the fair value of a stock option at the grant date using the following variables: the expected risk-free interest rate, stock price, exercise price, volatility, and expected option term.

An options pricing formula initially derived by Fisher Black and Myron Scholes for securities options and later refined by Mr. Black for options on futures.

A pricing model for options developed by Nobel Prize-winning economists Fischer Black and Myron Scholes.

An option pricing formula initially developed by F. Black and M. Scholes for securities options and later refined by Black for options on futures.