[ James Owen Weatherall (2018), “The Peculiar Logic of the Black-Scholes Model”, Philosophy of Science, 85(5): 1152-1163. ]
1. Introduction
2. The Black-Scholes-Merton Model
3. The Volatility Smile
4. Why Use a Broken Model?
5. Conclusion
1. Introduction
2. The Black-Scholes-Merton Model
3. The Volatility Smile
4. Why Use a Broken Model?
5. Conclusion
(2023.10.17.)
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