Find the American call option fair value and European fair value using the Black-Scholes Merton equation.
Values:
Student id = 12345678
T (expiration date) =1 year
K (strike price) = 10 + (Student id) * 10^-8
D =10 at t div = 0.5
r (rate) =(Student id) *10^-6 %
vol = (Student id) *10^-5 %
I can work it out in Excel
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