求解答一道期权题，谢谢

Consider an option on a non-dividend-paying stock when the stock price is $30, the exercise price is$29, the risk-free interest rate is 5% per annum, the volatility is 25% per annum. And the time to maturity is 4 months
.•What is the price of the option if it is a European call?
•What is the price of the option if it is an American call?
•What is the price of the option if it is a European put?
谢谢，希望是您自己的解答过程

如果你是在BLACK SCHOLES模型下，那么解答是：

- EUROPEAN CALL：套用BLACK SCHOLES 公式（公式不写了，你若不知可以GOOGLE一下就能找到此公式），可以算出$2.525

- AMERICAN CALL：由于对应的STOCK无dividend，则其价值等于EUROPEAN CALL，就是=第一小题的答案，$2.525

[要了解为什么是这样，见HULL的名著，Options, Futures and Other Deriviatives (第7版)之第9.5节说明了：it is never optimal to exercise an American call option on a non-dividend-paying stock before the expiration date]

- EUROPEAN PUT：套用BLACK SCHOLES 公式，可以算出$1.046