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CCCall

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Interactively run this function

Answer  
53.8082586194967

Parameter NameInputAn input expression?
StrikePrice
UnderlyingPrice
InterestCts
DividendCts
TimeNow
TimeMaturity
ImpliedVolatility
JumpInterestCts
JumpDividendCts

Calculation description
Time-stamp calculation?  
  


Function Description

Returns the price, C, of a European-style call option under the ‘Cost of Capital’ Pricing Model, i.e.:

 

 

where

 

 


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