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The Black-Scholes Option Pricing Formulae

Question 69

Multiple Choice

The Black-Scholes option pricing formulae


A) are used widely in practice, especially by international banks in trading OTC options.
B) are not widely used outside of the academic world.
C) work well enough, but are not used in the real world because no one has the time to flog their calculator for five minutes on the trading floor.
D) none of the above

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