Typo in Black-Scholes equation Message #1 Posted by Bob Wang on 2 June 2005, 2:58 p.m.
Vincent noticed an error in the 5th Order Black-Scholes I had posted at:
Black-Scholes Formulas
the line that reads:
%÷100+S^2+0×T÷2)×T)÷S÷S
SHOULD read:
%÷100+0×T+S^2÷2)×T)÷S÷S
HOWEVER, Tony Hutchins has a fine article, Wronski's Lex Suprema on the HP-12C in the March/April 2005 HPCC Datafile, which BLOWS AWAY my implementations ;-)
Bob
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