Calculation of the probability that call option on the stock will expire into money. We assume that return on the stock follows Geometric Brownian motion (GMB). I recommend: 1. Neil Chriss, Black-Scholes and Beyond 2. John Hull, Options, Futures, and Other Derivatives 3. youtube.com — If you like this video please subscribe to this channel [...] http://bit.ly/9fUJI3
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