I want to test the same input variables below using BSM and CRR Binomial tree and compare the outcomes. I am finding it difficult to get the input
1. Continuous compounding Risk-free interest rate (r)
2. The volatility (Sigma)
3. The time until expiration (years) (T)
4. Option strike price (Per share). (K)
5. Underlying price of share: the current market price per stock. (S)
I will appreciate any information that can help.
thanks