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Find the Fair Value of American Call and American Put Option using Black-Merton-Scholes-Equation for: T = 1 K (Strike Price) = 10.12345678 D (Dividend) =
Find the Fair Value of American Call and American Put Option using Black-Merton-Scholes-Equation for:
T = 1
K (Strike Price) = 10.12345678
D (Dividend) = 10 at T_div = 0.5
r (Interest Rate) = 12.345678
Volatility = 123.45678
Stock Price = any value of user input.
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