Question
Which one of the following variables is NOT included in the Black-Scholes option pricing model? strike price time remaining until option expiration stock volatility as
Which one of the following variables is NOT included in the Black-Scholes option pricing model?
strike price
time remaining until option expiration
stock volatility as measured by standard deviation
stock price
market rate of return
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Foundations Of Real Estate Financial Modelling
Authors: Roger Staiger
2nd Edition
1138046183, 978-1138046184
