Black scholes put option with dividend life


The Black-Scholes formula (also called Black-Scholes-Merton) was the first widely used model for option pricing. Here we show how companies produce these estimates under the rules in effect as of Dicidend 2004.An Option Has a Minimum ValueWhen granted, a typical ESO has time value but no intrinsic value. But the option is worth more than nothing. Minimum value is the minimum price someone would be willing to pay for the option.

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Black scholes put option with dividend life

Black scholes put option with dividend life