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In the Black-Scholes framework, what are the values of the following plain vanilla European options as time to maturity goes to infinity: (a) at-the-money call?
In the Black-Scholes framework, what are the values of the following plain vanilla European options as time to maturity goes to infinity: (a) at-the-money call? (b) at-the-money put? (c) ten percent in-the-money call? (d) ten percent out-of-the-money put
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