Black-Scholes model

From WebNotes, a public knowledge base. Last updated .

What this article will cover

A full webnotes article on Black-Scholes model will cover the Black-Scholes-Merton option-pricing model, its assumptions, the role of volatility and the Greeks derived from it, and its use and limits in Indian options markets, with internal links to neighbouring topics on webnotes.in and a references section pointing to primary sources.

See also

Reviewed and published by

The WebNotes Editorial Team covers Indian capital markets, payments infrastructure and retail investor procedures. Every article is fact-checked against primary sources, principally SEBI circulars and master directions, NPCI specifications and the official support documentation published by the intermediary in question. Drafts go through a second-pair-of-eyes review and a separate compliance read before publication, and revisions are tracked against the SEBI and NPCI rule changes referenced in the methodology section.

Last reviewed
Conflicts of interest
WebNotes is independent. No relationship with any broker, registrar or bank named in this article.