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In the BlackScholes framework, what are the values of the following plain vanilla European options as time to maturity goes to infinity: (i) atthemoney call?
In the BlackScholes framework, what are the values of the following plain vanilla European options as time to maturity goes to infinity: (i) atthemoney call? (ii) atthemoney put? (iii) ten percent inthemoney call? (iii) ten percent inthemoney put? (iii) ten percent outofthemoney call? (iii) ten percent outofthemoney put?
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