Fi8000 Option Valuation I Milind Shrikhande. A Call Option A European call option gives the buyer of the option a right to purchase the underlying asset,
1 Properties of Stock Option Prices Chapter 9. 2 Notation c : European call option price p :European put option price S 0 :Stock price today X :Strike.
Properties of Stock Option Prices Chapter 10, 7 th edition Chapter 9, pre 7 th edition
Properties of Stock Option Prices Chapter 9
Properties of Stock Option Prices Chapter 9. Notation c : European call option price p :European put option price S 0 :Stock price today K :Strike price.