Garman-Kohlhagen Formula
where
is the cumulative Normal Distribution and
If
, this is the standard form of the Black-Scholes formula.See also Black-Scholes Theory
References
Garman, M. B. and Kohlhagen, S. W. ``Foreign Currency Option Values.'' J. International Money and Finance 2, 231-237, 1983. Price, J. F. ``Optional Mathematics is Not Optional.'' Not. Amer. Math. Soc. 43, 964-971, 1996.
- Spherical Bessel Differential Equation
- Spherical Bessel Function
- Spherical Bessel Function of the First Kind
- Spherical Bessel Function of the Second Kind
- Spherical Bessel Function of the Third Kind
- Spherical Cap
- Spherical Coordinates
- Spherical Design
- Spherical Excess
- Spherical Frustum
- Spherical Geometry
- Spherical Hankel Function of the First Kind
- Spherical Hankel Function of the Second Kind
- Spherical Harmonic
- Spherical Harmonic Addition Theorem
- Spherical Harmonic Closure Relations
- Spherical Harmonic Tensor
- Spherical Helix
- Spherical Point System
- Spherical Polygon
- Spherical Ring
- Spherical Sector
- Spherical Segment
- Spherical Shell
- Spherical Spiral