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by blivy
September 16th, 2022, 1:26 pm
Forum: Student Forum
Topic: Best Black-Scholes alternative
Replies: 7
Views: 5662

Best Black-Scholes alternative

I work at an accountancy firm and we use Black-Scholes to value equity in private companies that has option like features. The equity we typically value is akin to deeply out of the money European call options and we source volatility using historical share price volatilities of quoted comparable v...