Spawn of Black-Scholes
Friday, May 6th, 2011 @ 5:56 pm
| Derivatives
Really cool history and taxonomy of Black Scholes and modifications that derived from it. Just found this today, not sure how I’ve missed it!
http://www.rutterassociates.com/Articles/_Family%20Tree%20of%20Options%20%28Risk%2C%20Oct91%29.htm
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