Notations Flashcards
1
Q
c
A
European call option price
2
Q
p
A
European put option price
3
Q
S0
A
stock price today
4
Q
K
A
Strike price
5
Q
T
A
Life of option
6
Q
σ
A
Volatility of stock price
7
Q
C
A
American Call option
price
8
Q
P
A
American Put option
price
9
Q
St
A
Stock price at option
maturity
10
Q
D
A
Present value of dividends during option’s life
11
Q
r
A
Risk-free rate for maturity T with cont. comp
