Kwant Atlas
Search
Search
Explorer
Tag: black-76
2 items with this tag.
Sep 12, 2026
3.3.3 The European Pricing Formulas (Closed Forms, Dividends, FX, Futures)
pillar-derivative-pricing
black-scholes-merton
closed-form
put-call-parity
black-76
Sep 12, 2026
3.9.4 Numeraire Change, the HJM Framework & Market Models (LFM/LMM, BGM)
pillar-derivative-pricing
interest-rates
numeraire
forward-measure
hjm
libor-market-model
bgm
black-76