Question
Assume the Black-Scholes framework for a futures exchange on F. The volatility of the exchange is 0.4, and the current futures price is 73. The
Assume the Black-Scholes framework for a futures exchange on F. The volatility of the exchange is 0.4, and the current futures price is 73. The risk free rate is 12%. Determine the price of a strike 80 European put that expires in nine months.
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Introduction to Real Analysis
Authors: Robert G. Bartle, Donald R. Sherbert
4th edition
471433314, 978-1118135853, 1118135857, 978-1118135860, 1118135865, 978-0471433316
