In the Black-Scholes option pricing model, the value of an option contract is a function of five

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In the Black-Scholes option pricing model, the value of an option contract is a function of five inputs. Which of the following is not one of these inputs?

a. The price of the underlying stock

b. The strike price of the option contract

c. The expected return on the underlying stock

d. The time remaining until option expiration.

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Dec 31, 2023 10:51 AM

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In the Black-Scholes option pricing model, the value of an option contract is a function of five

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Fundamentals Of Investments Valuation And Management

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