Search results
-
X
Black-Scholes Pricing Surface
You are right about getting information using only one axis, but the example you give is not exactly right. Under the BS-framework, V(S,K) = K*V(S/K,1) = K/K'*V(S/(K/K'),K'). So once you get all the option prices of different spot with one common strike, you can derive option prices with other...- Xiaoyong
- Post #7
- Forum: Pricing, Modeling