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The Black-Scholes Equation for a European Call Option on the S&P 500 Stock Market Index E = strike price = $100 sigma = estimated volatility = [removed]% r = risk-free rate = 5%
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Document Date: 2011-11-03 12:38:46
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File Size: 93,48 KB
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Currency
USD /
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MarketIndex
S&P 500 /
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Person
John Norstad /
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URL
http /