MathGroup Archive 1998

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Black-Scholes and exotic options

  • To: mathgroup at smc.vnet.net
  • Subject: [mg13949] Black-Scholes and exotic options
  • From: "Michael Christen" <michael.christen at balcab.ch>
  • Date: Fri, 11 Sep 1998 15:06:40 -0400
  • Organization: Unisource Business Networks
  • Sender: owner-wri-mathgroup at wolfram.com

Does anybody has a program for Mathematica with the BS-formula and
formulas for exotic options?
Thanx.

Michael Christen
michael.christen at balcab.ch




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