S
SYABC
Member
Hi
Can someone tell me the difference between the Black-scholes formula in Chapter 12 and Garman-Kohlhagen formula on pg 47 in the formula book?
Why is the r and q 'missing' from Black-scholes formula?
In what case do I use Black-scholes or Garman-Kohlhagen?
Thank you very much.
Can someone tell me the difference between the Black-scholes formula in Chapter 12 and Garman-Kohlhagen formula on pg 47 in the formula book?
Why is the r and q 'missing' from Black-scholes formula?
In what case do I use Black-scholes or Garman-Kohlhagen?
Thank you very much.