Explain why the Black-Scholes model is inappropriate if the stock can gap.

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Posted Date: May 14, 2019 01:14 AM

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Explain why the Black-Scholes model is inappropriate if the stock can gap.

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BlackScholes Model It is a model which represents the continuous fluctuat... View the full answer

Bond Markets Analysis and Strategies

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