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Contents/Spreadsheet index

Versions of the option formula

1 Generalized Black-Scholes-Merton formula
2 Black-Scholes 1973 options on non-dividend paying stocks
3 Merton 1973 stock indexes with continuous dividend yield
4 Garman-Kohlhagen 1983 options on currency
5 Black-1976 options of futures
6 Asay 1982 options on futures with fully margined premium
7 Generalized Black-Scholes-Merton formula on variance form
Early Option Formulas
8 Bachelier 1900
9 Modified Bachelier
10 Boness 1964
11 Sprenkle 1964
12 Samuelson 1965