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When the stock price is $20, the strike price is $20, the risk-free rate is 6%, the volatility is 20%, a $0.75 dividend is being
When the stock price is $20, the strike price is $20, the risk-free rate is 6%, the volatility is 20%, a $0.75 dividend is being paid today (not deducted from the stock price yet) 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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Pricing Analytics Models And Advanced Quantitative Techniques For Product Pricing
Authors: Walter R. Paczkowski
1st Edition
1138623938, 9781138623934
