BlackScholesannahmen
BlackScholesannahmen refers to the set of assumptions underlying the Black-Scholes-Merton option pricing model. These assumptions are crucial for the model's mathematical derivation and its ability to provide a theoretical price for European-style options.
The first key assumption is that the underlying asset price follows a geometric Brownian motion, meaning its
Furthermore, BlackScholesannahmen posits that the risk-free interest rate is constant and known, and that volatility of