BlackScholes Put Pricing Model Use the BlackScholes model for pricing a call, putcall parity, and the previous
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Black–Scholes Put Pricing Model Use the Black–Scholes model for pricing a call, put–call parity, and the previous question to show that the Black–Scholes model for directly pricing a put can be written as follows:
P = E × e−Rt × N(−d2 ) − S × N(−d1 )
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Corporate Finance With Connect Access Card
ISBN: 978-1259672484
10th Edition
Authors: Stephen Ross ,Randolph Westerfield ,Jeffrey Jaffe
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