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Consider the price of a call option when dividend payment is not due given by Co=SoN(di)XerTN(d2) a) Define all the symbols appearing in the formula
Consider the price of a call option when dividend payment is not due given by Co=SoN(di)XerTN(d2) a) Define all the symbols appearing in the formula b) State 3 different approaches of deriving this formula c) For any 2 of the approaches, explain in details, defining all the symbols and any assumptions made, how you would derive the formula d) State the modification to the formula if the dividend payment is due
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