Below is the price and other information for a European call option. Based on this information, find the premium with the Black-Scholes model. S = $ 98 K = $ 100 t = 3 months r = 5% S 2 = 25% (0.25) S = 0.5
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Below is the price and other information for a European call option.
Based on this information, find the premium with the Black-Scholes model.
S = $ 98
K = $ 100
t = 3 months
r = 5%
S 2 = 25% (0.25)
S = 0.5
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