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Black-Scholes Option-Pricing Model

Black-Scholes Option-Pricing Model Definition

A mathematical formula used for valuing employee stock options that considers such factors as the volatility of returns on the underlying securities, the risk-free interest rate, the expected dividend rate, the relationship of the option price to the price of the underlying securities and the expected option life.

RELATED TERMS
Stock option
RELATED CATEGORIES
Options & Futures







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