PT - JOURNAL ARTICLE AU - Rolf Poulsen TI - Four Things You Might Not Know About the Black-Scholes Formula AID - 10.3905/jod.2007.699047 DP - 2007 Nov 30 TA - The Journal of Derivatives PG - 77--81 VI - 15 IP - 2 4099 - https://pm-research.com/content/15/2/77.short 4100 - https://pm-research.com/content/15/2/77.full AB - More than 40 years of playing around with the Black-Scholes equation has produced a large number of insights about its properties. Some are just cute little mathematical tidbits; others may have considerable value for practitioners, even if they amount to no more than useful rules-of-thumb or computational tricks; and some actually reflect deep mathematical properties of the Black-Scholes framework. In this article, Poulsen discusses several such neat little results about the option pricing model.TOPICS: Options, statistical methods, fundamental equity analysis