Bachelier 1900 Option Pricing Model w/ Numerical Greeks is an adaptation of the Bachelier 1900 Option Pricing Model in Pine Script. The following information is an except from Espen Gaarder Haug's book "Option Pricing Formulas"
Before Black Scholes Merton
The curious reader may be asking how people priced options before the BSM breakthrough was published in...
![WMT: Bachelier 1900 Option Pricing Model w/ Numerical Greeks [Loxx]](https://s3.tradingview.com/n/NIVdMK6Y_mid.png "Bachelier 1900 Option Pricing Model w/ Numerical Greeks [Loxx]")
