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1 year call option S=100, E=87, rF=3%(annual) 1 step per year How much should the call option be worth?
1 year call option S=100, E=87, rF=3%(annual)
1 step per year
How much should the call option be worth?
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International Financial Management
Authors: Geert Bekaert, Robert Hodrick
3rd edition
1107111820, 110711182X, 978-1107111820
