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The standard normal random variable used in the calculation of cumulative normal probabilities within the Black-Scholes-Merton option pricing model is the d 1 and d
The standard normal random variable used in the calculation of cumulative normal probabilities within the Black-Scholes-Merton option pricing model is
the d1 and d2 statistic | ||
none of the above | ||
the z statistic | ||
the lognormal distribution | ||
the f distribution |
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