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Black's approximation

In finance, Black's approximation is an approximate method for computing the value of an American call option on a stock paying a single dividend. It was described by Fischer Black in 1975.

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Black's approximation

Nodes14
Edges13
Triples1
Avg. degree1.86
Density0.142857
Components1

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Black's approximation

Top relations

is a · 1
Black's approximation → approximate method for computing the value of an American call option on a stock paying a single dividend

Important terminology Word statistics

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Important terminology

american call value stock black option dividend scholes formula approximation method see options two approximate paying described bs one black's

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Black's approximationis aapproximate method for computing the value of an American call option on a stock paying a single dividend0.90text

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