American implied volatility

American implied volatility - 0.25 Max Underlying Price 100...

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Curr. Option Price 6.0000 NTimeSteps 10 Curr. Underlying Price 50.00 NPriceSteps 20 Strike 50.00 Min Underlying Price 0 Maturity
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Unformatted text preview: 0.25 Max Underlying Price 100 Riskless Rate 10.00% Implied Volatility ### Crank-Nicholson Price ###...
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This note was uploaded on 04/05/2010 for the course FINANCE AN FRE6251 taught by Professor Weinberger,edward during the Fall '09 term at NYU Poly.

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