Question
a 4 months euro call option on a dividend-paying stock is currently selling for $5, S=64, K=60, and a dividend of 0.8 is expected in
a 4 months euro call option on a dividend-paying stock is currently selling for $5, S=64, K=60, and a dividend of 0.8 is expected in one month. r=0.12 per annum. What opportunities are there for an arbitrageur?
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Routledge Handbook Of Financial Technology And Law
Authors: Iris Chiu, Gudula Deipenbrock
1st Edition
0367344149, 978-0367344146
