Assume S(0) 100, r 8 00 , q 0 00 and volatility 30 00 , and T t 1 yr What is E S(T) S(T) $105 Note the following approximation may be useful (4 2)7x N x 1 1 exp 1 (9 x) Assume S(0) 100, r 8 00 , q 0 00 and volatility 30 00 , and T t 1 yr What is E S(T) S(T) $105 Note the following approximation ma...

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. Assume S(0) = 100, r = 8.00%, q = 0.00% and volatility = 30.00%, and...

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Market Practice In Financial Modelling

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. Assume S(0) = 100, r = 8.00%, q = 0.00% and volatility = 30.00%, and...

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Market Practice In Financial Modelling

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