The Black-Scholes Model Randomness matters in nonlinearity An call option with strike price of 10. Suppose the expected value of a stock at call option s maturity ...
1.5321 p 1.8299 c -0.035 d2 0.1768 d1 0.3 sigma 0.5 T 0.03 R 20 K 20 S -24648.4 -2635 30000 Fourth investor 0 32635 0 Third investor 54648.4 0 0 Second investor ...