Find the Black-Scholes option price for a call option using the following data: S(0) = 100, K = 95, r = 10% (yearly inte
Posted: Sun May 29, 2022 4:35 pm
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).
following data: S(0) = 100, K = 95, r = 10% (yearly interest rate),
T = 3 months, σ = 50% (yearly volatility).