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HP Forums › HP Museum Forums › Old HP Forum Archives v
Typo in Black-Scholes equation

Linear Mode
Typo in Black-Scholes equation


▼
Bob Wang Offline
Unregistered
Posts: 90
Threads: 22
Joined: Jun 2005
#2
06-02-2005, 02:58 PM

Vincent noticed an error in the 5th Order Black-Scholes I had posted at:


Black-Scholes Formulas

the line that reads:


%÷100+S^2+0×T÷2)×T)÷S÷S


SHOULD read:

%÷100+0×T+S^2÷2)×T)÷S÷S


HOWEVER, Tony Hutchins has a fine article, Wronski's Lex Suprema on the HP-12C in the March/April 2005 HPCC Datafile, which BLOWS AWAY my implementations ;-)

Bob

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