How would you value an American call option in the Black ScholesMerton model?

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How would you value an American call option in the Black– Scholes–Merton model?

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:52 AM

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How would you value an American call option in the Black ScholesMerton model?

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The Black Scholes Merton formula is for a Europe an option To valu...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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