Write a program to value European call and put options by solving the BlackScholes equation with suitable
Question:
Write a program to value European call and put options by solving the Black–Scholes equation with suitable final and boundary conditions. Include a constant, continuous dividend yield on the underlying share. Output option value, delta, gamma and theta.
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Pricing a European Call Option Formula d1 lnP 0 X r...View the full answer
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Hardik Dudhat
I am semi-qualified Chemical Engineering ,I have scored centum in accounting in my senior secondary and in my graduation. I have always helped my fellow students with their concerns on the subject, i have tutored on various tutoring sites in the past and also have taken home tuitions for degree and MBA students. As a tutor, I don't want my students to just get a solution, I want them to understand the concept and never have a doubt in that area thereon and i believe in excelling and not in educating.
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