Business Studies, asked by shivabnagally966, 1 year ago

Find the value of a perpetual american call option on non-dividend-paying stock.

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Answered by Itzcrush93
0

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➡Since the maturity time of such an option is infinite future, it is also called an expiration-less option.

Formula(30)tells us that the perpectual American put option on A non dividend paying stock is related to SO, K, r and δ

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