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    Calculation of Expection

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    Z ~ N (0,1), other variables, except those dependent on Z are constants. The problem is to find expectation of C. Please, express expectation in terms of constant and show how you do that.
    S0=50;
    K=52
    r=0.05
    sigma=0.5
    T=30

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    https://brainmass.com/statistics/hypothesis-testing/calculation-expection-25962

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    Z ~ N (0,1), other variables, except those dependent on Z are constants. The problem is to find expectation of C. I tried several times and got 0 all the time. But I need to show that the answer is in fact 2.05. Please, help. The reason I got answer very close to 0 is that I integrate from K to infinity, which makes ...

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    Z ~ N (0,1), other variables, except those dependent on Z are constants. The problem is to find expectation of C.
    Please, express expectation in terms of constant and show how you do that.
    S0=50;
    K=52
    r=0.05
    sigma=0.5
    T=30

    $2.19

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