第7章 高級職員優先認股權物產定價(ppt 16)

Notation
c : European call option price
p : European put option price
S0 : Stock price today
X : Strike price
T : Life of option
?: Volatility of stock price
C : American Call option price
P : American Put option price
ST :Stock price at time T
D : Present value of dividends during option’s life
r : Risk-free rate for maturity T with cont comp

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