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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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50 60 70 80 90 100 110 1200
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7/27/2019 Correction to Black-Scholes American Option Prices
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50 60 70 80 90 100 110 1200
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7/27/2019 Correction to Black-Scholes American Option Prices
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7075
8085
9095
100105
11010
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5
10
0
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0.8
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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50 60 70 80 90 100 110 1200
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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50 60 70 80 90 100 110 1200
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7/27/2019 Correction to Black-Scholes American Option Prices
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7/27/2019 Correction to Black-Scholes American Option Prices
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8085
9095
100105
110115
120
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7/27/2019 Correction to Black-Scholes American Option Prices
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0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.590
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Time
0 0.5 1 1.5 2 2.5 3
x 103
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7/27/2019 Correction to Black-Scholes American Option Prices
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80
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120
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7/27/2019 Correction to Black-Scholes American Option Prices
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80 85 90 95 100 105 110 115
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95 100 105 110 115
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