(I) Write a function or functions to evaluate the Black-Scholes functions for Put and Call. Test it by verifying the
Put-Call parity relationship. Perform the test on a variety of different values of r, , S0, and T - t. (Take q = 0.)
(I) Write a function or functions to evaluate the Black-Scholes functions for Put and Call. Test it by verifying the
Put-Call parity relationship. Perform the test on a variety of different values of r, , S0, and T - t. (Take q = 0.)