Closed-form pricers#
European option prices in closed form, from Bachelier’s normal model to Black-Scholes-Merton and its forward, futures and currency variants, and the model-free relations every price must obey.
European option prices in closed form, from Bachelier’s normal model to Black-Scholes-Merton and its forward, futures and currency variants, and the model-free relations every price must obey.
