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1 . Create a European Call Option with eight movements and give me the price.The inputs are Spot = 1 0 Strike = 1 2
Create a European Call Option with eight movements and give me the price.The inputs are SpotStrikeRDelta PPeriodsPuPd Create an American Call Option with eight movements and give me the price.The inputs are SpotStrikeRDelta PPeriodsPuPd Randomly change the inputs and tell me how the price changes and if it is an expected direction on both European and American How would the answers to number three change if we did a put option instead of a call option? Would we expect the changes to be higher for an American or European option?
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