第7章 高级职员优先认股权物产定价(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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