What was the original Black-Scholes-Merton model designed to value?
A. A European option on a stock providing no dividends
B. A European or American option on a stock providing no dividends
C. A European option on any stock
D. A European or American option on any stock
Answer:A
What was the original Black-Scholes-Merton model designed to value?
A. A European option on a stock providing no dividends B. A European or American option on a stock providing no dividends C. A European option on any stock D. A European or American option on any stock