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Re: Black-Scholes and exotic options

  • To: mathgroup at smc.vnet.net
  • Subject: [mg14033] Re: Black-Scholes and exotic options
  • From: "David R. Palmer" <dpalmer at tanstaafl.net>
  • Date: Wed, 16 Sep 1998 14:12:11 -0400
  • Organization: PANIX Public Access Internet and Unix, NYC
  • References: <6tbst3$mnt@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

http://www.mathsource.com/cgi-bin/MathSource/Applications/EconomicsFinance/0209-270

Try this..............

Michael Christen wrote:
> 
> 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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