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 4:56 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).