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Find a rule of thumb to extend the normal price estimate 0.4*N*sigma*sqrt(t) on ATM options with 16% vol.
Find a rule of thumb to extend the normal price estimate 0.4*N*sigma*sqrt(t) on ATM options with 16% vol.
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Corporate Financial Management
Authors: Douglas R. Emery, John D. Finnerty, John D. Stowe
4th Edition
1935938002, 9781935938002
