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How black-scholes model created?
- Thread starter Aminem
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I don't know any books -- there should be a few though.
Here is a brief derivation of the model: https://cran.r-project.org/web/packages/m4fe/vignettes/blackScholesDerivation.pdf
and below is just a documentary about the BS model's history, nothing scientific, but it's fun to watch
Daniel Duffy
C++ author, trainer
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Probably not.
