Service

Chat Now

Assume Black-Scholes: For a 3-month at-the-money European call option on a stock, you are

Assume Black-Scholes: For a 3-month at-the-money European call option on a stock, you are

Assume Black-Scholes:

For a 3-month at-the-money European call option on a stock, you are given:

i. The continously compounded risk-free interest rate is equal to the rate of dividend continuously being paid out by the stock.

ii. The elastcity of the option is 8.854

Determine the volatility of the stock

Abhinav 02-Dec-2019

Answer (UnSolved)

question Get solution