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Finance and Derivatives› Option Pricing and Greeks› 26.2 Black-Scholes Rules of Thumb
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Call with Infinite Maturity

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Section 26.2

Black-Scholes Rules of Thumb Toolkit
  1. 26.2At-the-Money Call Approximation
  2. 26.3Call with Infinite Maturity
  3. 26.4Option Price from the Greeks
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