Octber 2010 Q5 (ii)

Discussion in 'CT8' started by Harashima Senju, Sep 25, 2016.

  1. Harashima Senju

    Harashima Senju Ton up Member

    How do you interpolate Black-Scholes? Solution doesnt show how you do it
     
  2. Adienl

    Adienl Member

    You've to guess values of \(r\), like you would in the case of estimating volatility. Does that do it?
     
  3. Harashima Senju

    Harashima Senju Ton up Member

    ok I thought there was a quicker way. Thanks
     

Share This Page