Post
Topic
Board Securities
Re: software to valuate single share options, for BTCT.CO
by
stslimited
on 10/08/2013, 18:45:11 UTC
Application of Black-Scholes to these stocks is very tenuous at best. The are numerous assumptions in that model which don't apply here

the same with all other options pricing formulas?

the slippage in these markets would make all the other formulas give similar results