Question
Find the minimum possible price of the 7-months European call option with a strike price of $400 on a stock with the current price of
Find the minimum possible price of the 7-months European call option with a strike price of $400 on a stock with the current price of $460 if the present value of the dividends that the stock will pay in the next 9 months is equal to $10 and the risk-free interest rate is 8%
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Financial Econometrics
Authors: Peijie Wang
1st Edition
0415426693, 978-0415426695
