Volatility
| Dividend (q) | BSM Price | American Option Pricing Solver | FFT Price | Exercising Time (yr.) |
0.1, 0.000 | 0.002 | 20.249557 | 20.249556 | 20.398278 |
|
0.1, 0.025 | 0.002 | 20.249557 | 20.249556 | 20.398278 |
|
0.1, 0.000 | 0.002 | 20.746027 | 20.746026 | 20.894006 | 0.25 |
0.1, 0.025 | 0.002 | 20.746157 | 20.746127 | 20.894135 | 0.25 |
0.1, 0.000 | 0.002 | 21.484649 | 21.484550 | 21.631524 | 0.5 |
0.1, 0.025 | 0.002 | 21.491432 | 21.490722 | 21.638307 | 0.5 |
0.1, 0.000 | 0.002 | 22.949394 | 22.948914 | 23.094093 | 1 |
0.1, 0.025 | 0.002 | 23.009897 | 23.009970 | 23.154597 | 1 |