Parameters | Scenarios | ||
A | B | C | |
S | 100 | 100 | 100 |
K | 100 | 100 | 100 |
r | 10% | 10% | −0.301% |
q | 10% | 0 | 0 |
b | 0 | 10% | −0.301% |
σ | 25% | 25% | 25% |
T | 0.25 | 0.25 | 0.25 |