Neas-Seminars

black scholes


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By 2cek - 1/9/2007 5:51:52 PM

for the black scholes method....

If we are given volatility is 50% does that mean that the variance is 50% or that the standard deviation is 50%???

There is much controversy with this subject; as in the practice problems it is one thing, the homework explanations it is another.

[NEAS: Standard Deviation per year]