Abstract
This chapter contains sections titled: Introduction The Cox, Ross, Rubinstein (CRR) or binomial model The Black-Scholes formula as the limit of the binomial model The Black-Scholes continuous time model Exercises on option pricing The Greek parameters The impact of dividend repartition Estimation of the volatility Black-Scholes on the market Exotic options The formula of Barone-Adesi and Whaley (1987): formula for American options
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