Publications
Publications
- April 1986 (Revised May 1996)
- HBS Case Collection
Note on Option Pricing
Abstract
Develops a simple option pricing model which provides an insight into the foundations of the Black and Scholes model. The Black and Scholes model is next introduced and its relationship to the simple option pricing model discussed. Last, the problem of pricing debt options is addressed in the appendix and a debt option model is presented. To be read with Introduction to Options.
Keywords
Citation
Mason, Scott P. "Note on Option Pricing." Harvard Business School Background Note 286-112, April 1986. (Revised May 1996.)