Let S(0) = $100:00, K1 = $92:00, K2 = $125:00, r = 5%. Find the Black-Scholes formula

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Let S(0) = $100:00, K1 = $92:00, K2 = $125:00, r = 5%. Find the Black-Scholes formula for the option paying in three months $10:00 if S(T) ≤ K1 or if S(T) ≥ K2, and zero otherwise, in the Black-Scholes continuous-time model.
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Organic Chemistry

ISBN: 9788120307209

6th Edition

Authors: Robert Thornton Morrison, Robert Neilson Boyd

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