Garman and Kohlhagen (1983) for Currency Options is an adaptation of the Black-Scholes-Merton Option Pricing Model including Analytical Greeks and implied volatility calculations. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". This version of BSMOPM is to price Currency Options. The options sensitivities...
![WMT: Garman and Kohlhagen (1983) for Currency Options [Loxx]](https://s3.tradingview.com/4/43KUMLqw_mid.png "Garman and Kohlhagen (1983) for Currency Options [Loxx]")
