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