Which of the following is not part of the Black Scholes option pricing model?
A) Standard deviation
B) Time to maturity
C) Exercise price
D) Par value of the company's stock

Question

Quizplus · Accepted Answer

The Black Scholes option pricing model includes standard deviation (volatility), time to maturity, and exercise price as variables in its formula, but it does not include the par value of the company's stock.

Which of the Following Is Not Part of the Black