Option pricing method

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Black-Scholes Option Pricing Model Spreadsheet

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Get Copyright Permission The option pricing model OPM is a popular and commonly used model to allocate equity value to securities in the complex capital structures of privately held companies. Given the absence of active markets for privately issued securities, one of the challenges that valuation specialists face is determining how to allocate value to each specific security in the capital structure. Although the OPM is one of the more common methods, choosing it as the optimal allocation technique is dependent on certain characteristics of the company.

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By Balazs Mezofi and Kristof Szabo InFischer BlackMyron Scholes and Robert Merton published their now-well-known options pricing formulawhich would have a significant influence on the development of quantitative finance. Their pricing formula was a theory-driven model based on the assumption that stock prices follow geometric Brownian motion. Considering that the Chicago Board Options Exchange CBOE opened inthe floppy disk had been invented just two years earlier and IBM was still eight years away from introducing its first PC which had two floppy drivesusing a data-driven approach based on real-life options prices would have been quite complicated at the time for Black, Scholes and Merton. Although their solution is remarkable, it is unable to reproduce some empirical findings.

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