What is the price of a European put option with the following parameters? = = SO = $41 k = $42 r = 10% sigma = 20% T = 0
Posted: Tue Apr 26, 2022 10:45 am
What is the price of a European put option with the following parameters? = = SO = $41 k = $42 r = 10% sigma = 20% T = 0.5 years (required precision 0.01 +/- 0.01)