risk free rate in black-scholes?

Discussion in 'Options' started by MK020, Jun 4, 2023.

  1. Then how do you derive "r"?
    IFF you attempt to derive it from using shorter term F(t) (with the term in question), you must isolate interest from dividends impact which seems problematic.

    Inquiring minds want to know!

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    #21     Jun 10, 2023
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