11.16. Show that the Black-Scholes formula for a call option gives a price that tends to max...

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11.16. Show that the Black-Scholes formula for a call option gives a price that tends to max (S_o - X, 0) as T→ 0.

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Fundamentals Of Futures And Options Markets

ISBN: 9780130176028

4th Edition

Authors: John C. Hull

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Question Posted: Jul 27, 2024 02:02 AM

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11.16. Show that the Black-Scholes formula for a call option gives a price that tends to max...

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Fundamentals Of Futures And Options Markets

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