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Graphical Representation of Option Price and Sensitivities
Mark Garman and Steven Kohlhagen were the founder of the Garman
Kohlhagen model which is provided an analytic valuation model
for European options on currencies using an approach similar to
that used by Merton for European options on dividend-paying stocks.
It tries to evaluate a fair value of an option, and if it behaves well then the option's market price will equal the theoretical fair value.
The mathematics of their derivation is quite complex.
Interested readers can find it in the original paper Garman-Kohlhagen (1976), and the books by Hull (1993).
The Garman Kohlhagen model was developed to value European-style options on currencies. It is crucial to remember that the Garman Kohlhagen model is based on a number of assumptions.