Black Scholes ( Black 76 ) Formula in Endur with Delayed Payment (from Exercise Date)

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Black Scholes ( Black 76 ) Formula in Endur with Delayed Payment (from Exercise Date)

This document shows the formula used to derive Option Value using Black Scholes ( Black 76 ) formula applied to commodity options

Black Scholes ( Black 76 ) Pricing Model in Endur

Excel Pricing Model Spreadsheet for Black Scholes , which for commodities reduces to Black 76 .

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