Question: In the Black Scholes option pricing model there are six factors

In the Black-Scholes option pricing model, there are six factors that affect the value of call options on stocks. Three of these factors include
(1) The current price of the underlying stock,
(2) The time to maturity for the option contract,
(3) The dividend on the stock. Identify the remaining three factors, and explain how they affect the value of call options.

View Solution:

Sale on SolutionInn
  • CreatedDecember 17, 2014
  • Files Included
Post your question