Problem

18. Price a chooser option using the Black-Scholes formula with the following inputs: S =...

18. Price a chooser option using the Black-Scholes formula with the following inputs: S = 100, K = 100, the maturity at which the option holder has to opt for a call or a put is year, the final maturity of the option is T = 2 years, risk-free rate r = 0.10, and dividends

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Solutions For Problems in Chapter 18