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Black-Scholes for the Value of a Call Option References
Below you will find a complete set of details for 2 different references / citations that are related to the computation of call option values (Black-Scholes formula).
Reference for Citing the Online Calculator
- Soper, D.S. (2021). Black-Scholes Calculator for the Value of a Call Option [Software]. Available from https://www.danielsoper.com/fincalc
Reference from the Scientific Literature
- Black, F. and Scholes, M. (1973). "The Pricing of Options and Corporate Liabilities", Journal of Political Economy, 81(3), pp. 637-654.