Concept
Version 7
Created by Boundless
Defining Options and Their Valuation
European Call Surface
A European call valued using the Black-Scholes pricing equation for varying asset price S and time-to-expiry T. In this particular example, the strike price is set to unity, the risk-free rate is 0.04 and the volatility is 0.2.
Source
Boundless vets and curates high-quality, openly licensed content from around the Internet. This particular resource used the following sources:
"European Call Surface."
http://en.wikipedia.org/wiki/File:European_Call_Surface.png
Wikipedia
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