Index of [finpko.ku.edu]
Select the implied volatility button. Input the Price as 2.5 in the second half of the option data table. Hit the Enter key and click on calculate. DerivaGem will show the volatility of the option as 39.64%. Problem 13.16. Show that the Black–Scholes–Merton formula for a call option gives a price that tends to as . ................
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