Black-Scholes Formula A widely used model for option pricing developed by Fischer Black and Myron Scholes. This formula can be used to calculate a theoretical value for an option using current stock prices, expected dividends, the options' strike price, expected interest rates, time to expiration and expected stock volatility. While the Black-Scholes model does not perfectly describe real-world options markets, it is still often used in the valuation and trading of options.
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