Black scholesForums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Black scholesThis topic has 1 reply, 2 voices, and was last updated 7 years ago by John Moffat.Viewing 2 posts - 1 through 2 (of 2 total) AuthorPosts April 18, 2017 at 12:34 pm #382396 shilpamaryMemberTopics: 99Replies: 81☆☆what are pa and pe in option to delay ,option to expand,option to abandon, optio to redeploy? and what could be time to expiry in these case..?please help me with this April 18, 2017 at 4:34 pm #382496 John MoffatKeymasterTopics: 56Replies: 53843☆☆☆☆☆This is explained in the free lecture notes. The time to expiry depends on what you are told in the question as to when the option cam be exercised.AuthorPostsViewing 2 posts - 1 through 2 (of 2 total)The topic ‘Black scholes’ is closed to new replies.