Question
A non-dividend paying stock is currently trading at $40. The six-month call option has a strike price of $38. If the stock has a standard
A non-dividend paying stock is currently trading at $40. The six-month call option has a strike price of $38. If the stock has a standard deviation of 0.15 & the continuous risk-free rate is 4%,what is the Black-Scholes call option price?
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The Oxford Handbook Of Private Equity
Authors: Douglas Cumming
1st Edition
0195391586, 978-0195391589
