Question
What is the price of a European put on a non-dividend-paying stock when the stock price is $79, the strike price is $77, the continuously
What is the price of a European put on a non-dividend-paying stock when the stock price is $79, the strike price is $77, the continuously compounded risk-free interest rate is 6% per annum, the volatility is 25% per annum, and the time to expiration is eight months?
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Sustainable Finance And Banking
Authors: Marcel Jeucken
1st Edition
1853837660, 978-1853837661
