What factors affect the value of an option?
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The BlackScholes model examines five factors that affect the price of an option 1 the spot price of the underlying asset 2 the exercise price on the option 3 the option s exercise date 4 price volatil...View the full answer
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Financial Markets and Institutions
ISBN: 978-0077861667
6th edition
Authors: Anthony Saunders, Marcia Cornett
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