What is Merton 's mixed jump diffusion model price for a European call option when r 5 , q 0, 0 3, k 50 , 25 , S0 30, K 30, s 50 , and T 1 Use DerivaGem to check your price

Question: What is Merton's mixed jump diffusion model price for a European call option when r = 5%, q = 0, = 0.3, k =

What is Merton's mixed jump diffusion model price for a European call option when r = 5%, q = 0, λ = 0.3, k = 50%, σ = 25%, S0 = 30, K = 30, s = 50%, and T = 1. Use DerivaGem to check your price.

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