Question
When the non-dividend paying stock price is $20, the strike price is $18, the risk-free rate is 6% per year with continuous compounding, the volatility
When the non-dividend paying stock price is $20, the strike price is $18, the risk-free rate is 6% per year with continuous compounding, the volatility is 30% and the time to maturity is 3 months which of the following is the price of a European CALL option on the stock?
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Handbook Of Financial Markets Dynamics And Evolution
Authors: Thorsten Hens
1st Edition
0323165478, 978-0323165471
