Recent content by maxsidious

  1. Black Scholes Theory Question

    Hi, I have one really short question For S fixed and given, evaluate lim(from t to T) of N(d1) Where N(x) is the normal distribution function d1=(ln(s/x)+(r+0.5sigma^2)(T-t))/(sigma*(T-t)^0.5) sigma is the standard deviation (volatility of the portfolio) s= stock price x= strike price...
Back
Top