Find the Black-Scholes option price for a call option using the following data: S(0) = 100, K = 95, r = 10% (yearly inte

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answerhappygod
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Find the Black-Scholes option price for a call option using the following data: S(0) = 100, K = 95, r = 10% (yearly inte

Post by answerhappygod »

Find the Black-Scholes option price for a call option using the
following
data: S(0) = 100, K = 95, r = 10% (yearly interest rate), T = 3
months, σ = 50%
(yearly volatility).
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