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Technology Stocks : Intel Corporation (INTC)
INTC 37.81-4.3%Dec 12 9:30 AM EST
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To: Lizzie Tudor who wrote (177761)5/4/2004 12:02:45 PM
From: rkral  Read Replies (1) of 186894
 
OT ... Lizzie, re "I never thought black scholes worked as an approach to options expensing and it works even less with new speculative issues. "

I don't think it's a big deal to make estimates of share price, price volatility, risk-free interest rates, and option life. (The exercise price is usually known.)

Is it less accurate than for an issue that's been public for some time? Probably, but so what? It's a heck of a lot more accurate than assuming an expense of $0.

Ron
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