Exercise 11.9 Suppose that you have bought a call option with strike price 100 yen, and want
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Exercise 11.9 Suppose that you have bought a call option with strike price 100 yen, and want to evaluate its expected return. Suppose that you obtain somehow random numbers of the underlying stock price at the maturity, and they are given by
The option premium was 5 yen. Estimate the mean rate of return of the option.
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Related Book For 
Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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