Name of Quantlet : SFEbsfilm

Published in : Statistics of Financial Markets I

Description : 'Make a film showing the evolution of the Black scholes european call price model'

Keywords :black-scholes, call,

See also : 'SFEbsprices','SFEbsbm'

Author : SIVAGOUROU Dinesh ,SPILAK Bruno

Submitted : 2016/12/05

Input:

• S0: Stock price at t = 0
• sigma: Volatility
• r: Risk free interest rate
• K: Strike price
• t:time (0.1 unit = 365/10= 36.5 days)

Output : A shiny app with animation