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Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › of option pricing
suppose we are given the following in the case of share
exercise price
exercise price
volatility
risk free rate
time
I know how to calculate call and put option value, using BSOP model
but I want to know how to calculate premium on call and put option
John Moffat ps look at this
