Chapter 13: Valuing Stock Options: The Black-Scholes-Merton Model Flashcards by William Bishop | Brainscape

Q

Name the three people who created the European stock options pricing model

A

Fischer Black, Myron Scholes, and Robert Merton

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Q

mu represents

A

Expected return on the stock

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Q

sigma (?) represents

A

Volatility of the stock price

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Q

A

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