TY - JOUR T1 - Four Things You Might Not Know About the Black-Scholes Formula JF - The Journal of Derivatives SP - 77 LP - 81 DO - 10.3905/jod.2007.699047 VL - 15 IS - 2 AU - Rolf Poulsen Y1 - 2007/11/30 UR - https://pm-research.com/content/15/2/77.abstract N2 - 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 ER -