(Answered)-8. Use the explicit solution of the diffusion equation to derive the Black­ Scholes value for a...

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8.       Use the explicit solution of the diffusion equation to derive the Black­ Scholes value for a European put option without using put-call parity. 9.       Calculate the gamma, theta, vega and rho for European call and put options.  

 

Solution ID:10137695 | Question answered on 16-Oct-2016

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