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What are the six factors influencing the price of a European Call Option? Write script in R/R-Studio to perform the Black-Scholes Valuation and Option Greeks
What are the six factors influencing the price of a European Call Option? Write script in R/R-Studio to perform the Black-Scholes Valuation and Option Greeks for the below option contract. Spot: Rs. 8400; Strike: Rs. 8600; Expiry: 90 days; Volatility: 18%; Interest: 7%. Use fOptions package [10 Marks]
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